+211.8%
GDXJ vs ALB
+84.6%
+127.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.4% |
| 7D | -6.2% | -7.6% | +1.4% | -4.8% |
| 30D | +4.6% | -5.6% | +10.2% | +5.7% |
| 3M | +31.3% | -16.8% | +48.1% | +35.7% |
| 6M | -10.7% | -26.3% | +15.6% | -5.8% |
| YTD | +9.1% | -13.2% | +22.3% | +11.9% |
| 1Y | +44.1% | +68.8% | -24.7% | +32.0% |
| 3Y | +285.4% | -30.7% | +316.1% | +290.4% |
| 5Y | +228.4% | -46.3% | +274.7% | +240.7% |
| All | +211.8% | +84.6% | +127.2% | +109.0% |
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