+21.8%
GDXJ vs AIG
+6.0%
+15.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.2% | +9.5% |
| 7D | -0.2% | +2.3% | -2.5% | -0.3% |
| 30D | -7.6% | +8.8% | -16.4% | -8.1% |
| 3M | +2.3% | +3.7% | -1.4% | +1.8% |
| 6M | -7.8% | +6.8% | -14.6% | -8.1% |
| YTD | -8.4% | -2.6% | -5.7% | -8.5% |
| 1Y | +21.8% | +3.7% | +18.1% | +20.1% |
| All | +21.8% | +6.0% | +15.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling