+42.5%
GDXJ vs AJG
-17.2%
+59.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.7% |
| 7D | -2.8% | -8.3% | +5.5% | -5.1% |
| 30D | +5.0% | -5.7% | +10.6% | +3.2% |
| 3M | +24.1% | +9.1% | +15.0% | +28.6% |
| 6M | -7.4% | +15.2% | -22.6% | -1.6% |
| YTD | +10.2% | -6.3% | +16.5% | +13.1% |
| 1Y | +42.5% | -19.1% | +61.7% | +35.1% |
| All | +42.5% | -17.2% | +59.7% | +35.1% |
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