+79.5%
GDXJ vs AG
+511.5%
-432.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.3% |
| 7D | +0.2% | +1.0% | -0.8% | -0.4% |
| 30D | +17.9% | +19.2% | -1.3% | +6.2% |
| 3M | +15.3% | +6.2% | +9.2% | +11.2% |
| 6M | -9.4% | -26.7% | +17.2% | +8.2% |
| YTD | +13.4% | +26.1% | -12.7% | -3.3% |
| 1Y | +59.7% | +131.7% | -72.0% | -7.8% |
| 3Y | +283.6% | +255.3% | +28.2% | +49.0% |
| 5Y | +217.6% | +61.9% | +155.7% | +85.3% |
| 10Y | +225.7% | +72.0% | +153.6% | +44.1% |
| All | +79.5% | +511.5% | -432.0% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling