+221.5%
GDXJ vs ALB
-14.4%
+235.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -8.1% | -5.8% | -2.3% | -6.7% |
| 30D | -5.5% | -4.5% | -0.9% | -4.3% |
| 3M | -14.6% | -28.1% | +13.5% | -7.8% |
| 6M | -23.2% | -53.2% | +30.0% | -9.0% |
| YTD | -13.0% | -33.3% | +20.3% | -4.0% |
| 1Y | +2.8% | -17.4% | +20.2% | +9.4% |
| 3Y | +221.5% | -14.1% | +235.6% | +230.8% |
| All | +221.5% | -14.4% | +235.9% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling