+215.1%
GDXJ vs ALB
+78.3%
+136.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | -2.8% | -6.6% | +3.8% | -1.5% |
| 30D | +5.0% | -8.1% | +13.1% | +6.5% |
| 3M | +24.1% | -25.7% | +49.7% | +31.1% |
| 6M | -7.4% | -29.5% | +22.1% | -1.5% |
| YTD | +10.2% | -16.2% | +26.4% | +13.9% |
| 1Y | +42.5% | +59.2% | -16.7% | +31.9% |
| 3Y | +285.7% | -33.7% | +319.5% | +294.0% |
| 5Y | +231.9% | -48.1% | +280.0% | +246.6% |
| All | +215.1% | +78.3% | +136.8% | +112.6% |
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