+236.3%
GDXJ vs ALHC
-27.5%
+263.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.6% |
| 7D | +0.9% | -4.1% | +5.1% | +1.3% |
| 30D | +8.8% | -5.4% | +14.3% | +9.2% |
| 3M | +29.8% | -32.1% | +62.0% | +33.4% |
| 6M | -5.8% | -28.5% | +22.7% | -4.2% |
| YTD | +13.6% | -34.0% | +47.6% | +16.1% |
| 1Y | +54.5% | -20.9% | +75.4% | +55.5% |
| 3Y | +301.4% | +151.5% | +149.8% | +252.7% |
| 5Y | +236.3% | -28.8% | +265.2% | +222.9% |
| All | +236.3% | -27.5% | +263.8% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling