+134.8%
GDXJ vs ALHC
-60.6%
+195.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -4.5% |
| 7D | -4.9% | -0.8% | -4.1% | -4.9% |
| 30D | -10.0% | -9.6% | -0.3% | -9.3% |
| 3M | -16.6% | -44.5% | +27.9% | -13.1% |
| 6M | -23.3% | -59.2% | +35.9% | -18.5% |
| YTD | -12.4% | -62.0% | +49.6% | -6.9% |
| 1Y | +0.5% | -54.8% | +55.3% | +5.3% |
| 3Y | +220.5% | +25.0% | +195.5% | +197.3% |
| 5Y | +124.7% | -65.3% | +190.0% | +131.2% |
| All | +134.8% | -60.6% | +195.4% | +130.9% |
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 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