+238.8%
GDXJ vs ALC
+26.4%
+212.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | -4.9% | -6.2% | +1.2% | -2.7% |
| 30D | -10.0% | +14.0% | -24.0% | -14.2% |
| 3M | -16.6% | -2.4% | -14.3% | -16.0% |
| 6M | -23.3% | +12.6% | -35.9% | -27.1% |
| YTD | -12.4% | -8.4% | -4.0% | -10.4% |
| 1Y | +0.5% | -9.1% | +9.6% | +3.0% |
| 3Y | +220.5% | -0.3% | +220.8% | +209.8% |
| 5Y | +124.7% | -9.9% | +134.6% | +120.3% |
| All | +238.8% | +26.4% | +212.4% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling