+215.1%
GDXJ vs AIG
+66.2%
+148.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | -1.2% | -1.7% | -2.6% |
| 30D | +5.0% | -1.1% | +6.0% | +5.1% |
| 3M | +24.1% | +0.7% | +23.4% | +23.8% |
| 6M | -7.4% | -2.2% | -5.2% | -7.2% |
| YTD | +10.2% | -10.8% | +21.1% | +12.1% |
| 1Y | +42.5% | -2.0% | +44.6% | +42.0% |
| 3Y | +285.7% | +34.8% | +250.9% | +260.5% |
| 5Y | +231.9% | +55.0% | +176.8% | +199.5% |
| All | +215.1% | +66.2% | +148.9% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling