+204.1%
GDXJ vs ALHC
-28.9%
+233.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +17.9% | -1.0% | +18.9% | +17.9% |
| 3M | +15.3% | -10.2% | +25.5% | +15.5% |
| 6M | -9.4% | -28.3% | +18.8% | -7.8% |
| YTD | +13.4% | -31.4% | +44.8% | +15.7% |
| 1Y | +59.7% | -16.9% | +76.6% | +60.0% |
| 3Y | +283.6% | +135.5% | +148.1% | +237.5% |
| 5Y | +217.6% | -33.6% | +251.2% | +209.8% |
| All | +204.1% | -28.9% | +233.0% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling