+19.1%
GDXJ vs AJG
+16.2%
+2.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.8% | +7.4% | -3.6% | +5.6% |
| 30D | -7.7% | +25.3% | -33.1% | -2.3% |
| 3M | -4.3% | +15.1% | -19.4% | -0.7% |
| 6M | -7.4% | +40.8% | -48.2% | +3.2% |
| YTD | -7.9% | +12.3% | -20.2% | +1.4% |
| 1Y | +19.1% | +17.5% | +1.6% | +28.7% |
| All | +19.1% | +16.2% | +2.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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