+236.7%
GDXJ vs ALC
+30.4%
+206.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.8% |
| 7D | -8.1% | -1.1% | -7.0% | -7.7% |
| 30D | -5.5% | +16.0% | -21.5% | -10.6% |
| 3M | -14.6% | +0.8% | -15.4% | -15.0% |
| 6M | -23.2% | +16.8% | -40.0% | -28.0% |
| YTD | -13.0% | -5.5% | -7.5% | -12.0% |
| 1Y | +2.8% | -5.3% | +8.0% | +3.7% |
| 3Y | +221.5% | +4.1% | +217.4% | +205.7% |
| 5Y | +123.4% | -7.1% | +130.4% | +116.4% |
| All | +236.7% | +30.4% | +206.4% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling