+72.7%
GDXJ vs AGG
+48.1%
+24.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -2.3% |
| 7D | -6.2% | -0.9% | -5.3% | -4.0% |
| 30D | +4.6% | -1.0% | +5.6% | +7.4% |
| 3M | +31.3% | -1.3% | +32.6% | +36.1% |
| 6M | -10.7% | -2.1% | -8.6% | -4.7% |
| YTD | +9.1% | -1.2% | +10.3% | +13.8% |
| 1Y | +44.1% | -0.5% | +44.6% | +47.6% |
| 3Y | +285.4% | +12.4% | +273.0% | +189.8% |
| 5Y | +228.4% | -2.4% | +230.8% | +267.3% |
| 10Y | +226.5% | +14.3% | +212.2% | +158.7% |
| All | +72.7% | +48.1% | +24.6% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling