+245.1%
GDXJ vs ALHC
+27.8%
+217.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.5% | -11.5% | -6.3% |
| 7D | +11.8% | +3.8% | +8.0% | +11.5% |
| 30D | -7.1% | +1.7% | -8.8% | -7.2% |
| 3M | -10.5% | -44.3% | +33.8% | -7.7% |
| 6M | -15.5% | -57.2% | +41.7% | -11.7% |
| YTD | -6.6% | -61.2% | +54.6% | -2.1% |
| 1Y | +11.3% | -53.2% | +64.5% | +15.6% |
| All | +245.1% | +27.8% | +217.3% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling