+233.2%
GDXJ vs ALB
+34.2%
+199.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.4% |
| 7D | -4.9% | -3.6% | -1.4% | -4.2% |
| 30D | -10.0% | -2.9% | -7.1% | -9.3% |
| 3M | -16.6% | -25.8% | +9.2% | -11.6% |
| 6M | -23.3% | -53.6% | +30.3% | -11.1% |
| YTD | -12.4% | -32.4% | +19.9% | -5.5% |
| 1Y | +0.5% | -13.0% | +13.5% | +3.8% |
| 3Y | +220.5% | -15.0% | +235.5% | +217.2% |
| 5Y | +124.7% | -63.5% | +188.2% | +150.7% |
| All | +233.2% | +34.2% | +199.0% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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