+77.5%
GDXJ vs ALB
+368.5%
-291.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.8% |
| 7D | +4.3% | -4.4% | +8.7% | +5.4% |
| 30D | +8.4% | -1.2% | +9.6% | +8.5% |
| 3M | +25.5% | -13.3% | +38.8% | +29.5% |
| 6M | -6.3% | -19.8% | +13.4% | -2.1% |
| YTD | +12.1% | -7.9% | +20.0% | +13.7% |
| 1Y | +51.1% | +60.2% | -9.1% | +34.3% |
| 3Y | +296.1% | -26.4% | +322.5% | +294.9% |
| 5Y | +228.1% | -42.5% | +270.6% | +232.9% |
| 10Y | +211.8% | +83.0% | +128.8% | +99.2% |
| All | +77.5% | +368.5% | -291.0% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling