+322.0%
GDXJ vs ALC
+17.1%
+305.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.0% |
| 7D | -6.2% | -7.7% | +1.5% | -3.4% |
| 30D | +4.6% | -11.7% | +16.3% | +9.5% |
| 3M | +31.3% | +0.7% | +30.6% | +30.4% |
| 6M | -10.7% | -17.1% | +6.4% | -4.9% |
| YTD | +9.1% | -15.1% | +24.2% | +15.0% |
| 1Y | +44.1% | -14.1% | +58.2% | +50.8% |
| 3Y | +285.4% | -18.2% | +303.5% | +302.7% |
| 5Y | +228.4% | -19.2% | +247.6% | +234.1% |
| All | +322.0% | +17.1% | +305.0% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling