+231.9%
GDXJ vs ALC
-16.6%
+248.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +4.3% | -3.7% | +8.0% | +5.9% |
| 30D | +8.4% | -3.7% | +12.2% | +10.0% |
| 3M | +25.5% | +4.6% | +21.0% | +22.7% |
| 6M | -6.3% | -14.6% | +8.3% | -0.7% |
| YTD | +12.1% | -11.9% | +24.0% | +17.1% |
| 1Y | +51.1% | -13.1% | +64.2% | +58.4% |
| 3Y | +296.1% | -15.0% | +311.1% | +306.2% |
| All | +231.9% | -16.6% | +248.5% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling