+192.5%
GDXJ vs ALHC
-33.0%
+225.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -6.2% | -5.8% | -0.4% | -5.8% |
| 30D | +4.6% | -3.3% | +8.0% | +4.9% |
| 3M | +31.3% | -37.9% | +69.2% | +36.0% |
| 6M | -10.7% | -29.5% | +18.8% | -9.0% |
| YTD | +9.1% | -35.4% | +44.5% | +11.8% |
| 1Y | +44.1% | -22.4% | +66.6% | +45.3% |
| 3Y | +285.4% | +146.3% | +139.1% | +237.0% |
| 5Y | +228.4% | -32.0% | +260.4% | +218.6% |
| All | +192.5% | -33.0% | +225.5% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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