+215.1%
GDXJ vs AGG
+14.2%
+200.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.3% |
| 7D | -2.8% | -1.1% | -1.8% | +0.1% |
| 30D | +5.0% | -1.1% | +6.1% | +8.5% |
| 3M | +24.1% | -1.9% | +26.0% | +31.2% |
| 6M | -7.4% | -1.7% | -5.6% | -1.6% |
| YTD | +10.2% | -1.3% | +11.5% | +15.6% |
| 1Y | +42.5% | -0.7% | +43.3% | +47.2% |
| 3Y | +285.7% | +12.5% | +273.2% | +180.5% |
| 5Y | +231.9% | -2.5% | +234.3% | +293.8% |
| All | +215.1% | +14.2% | +200.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling