+236.3%
GDXJ vs AG
+69.4%
+167.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +8.8% | +12.5% | -3.6% | +1.8% |
| 3M | +29.8% | +28.2% | +1.7% | +13.0% |
| 6M | -5.8% | -18.8% | +13.0% | +5.0% |
| YTD | +13.6% | +27.4% | -13.8% | -1.8% |
| 1Y | +54.5% | +132.2% | -77.7% | -5.4% |
| 3Y | +301.4% | +286.9% | +14.5% | +63.6% |
| 5Y | +236.3% | +72.8% | +163.6% | +109.9% |
| All | +236.3% | +69.4% | +167.0% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling