+296.1%
GDXJ vs ALHC
+141.7%
+154.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | +8.4% | -6.3% | +14.8% | +8.8% |
| 3M | +25.5% | -12.3% | +37.8% | +26.2% |
| 6M | -6.3% | -27.0% | +20.7% | -5.0% |
| YTD | +12.1% | -31.8% | +43.9% | +13.9% |
| 1Y | +51.1% | -17.0% | +68.1% | +51.9% |
| 3Y | +296.1% | +159.8% | +136.2% | +264.4% |
| All | +296.1% | +141.7% | +154.4% | +264.4% |
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