+338.8%
GDXJ vs ALC
+24.0%
+314.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | +0.2% | -2.1% | +2.3% | +1.0% |
| 30D | +17.9% | -0.1% | +18.0% | +17.9% |
| 3M | +15.3% | +5.9% | +9.4% | +12.4% |
| 6M | -9.4% | -15.9% | +6.5% | -4.0% |
| YTD | +13.4% | -10.1% | +23.5% | +17.0% |
| 1Y | +59.7% | -10.2% | +69.9% | +64.4% |
| 3Y | +283.6% | -13.6% | +297.1% | +292.8% |
| 5Y | +217.6% | -15.1% | +232.7% | +217.2% |
| All | +338.8% | +24.0% | +314.8% | +270.6% |
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