+74.5%
GDXJ vs AJG
+1,470.1%
-1,395.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -2.8% | -8.3% | +5.5% | -0.5% |
| 30D | +5.0% | -5.7% | +10.6% | +6.6% |
| 3M | +24.1% | +9.1% | +15.0% | +20.1% |
| 6M | -7.4% | +15.2% | -22.6% | -12.4% |
| YTD | +10.2% | -6.3% | +16.5% | +10.6% |
| 1Y | +42.5% | -19.1% | +61.7% | +49.7% |
| 3Y | +285.7% | +8.2% | +277.5% | +259.3% |
| 5Y | +231.9% | +75.6% | +156.2% | +154.9% |
| 10Y | +230.0% | +471.1% | -241.1% | +66.6% |
| All | +74.5% | +1,470.1% | -1,395.6% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling