+240.1%
GDXJ vs ALK
-39.2%
+279.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | +0.9% | -3.0% | +3.9% | +1.5% |
| 30D | +8.8% | -14.6% | +23.4% | +11.9% |
| 3M | +29.8% | -10.6% | +40.4% | +32.1% |
| 6M | -5.8% | -6.7% | +0.9% | -5.3% |
| YTD | +13.6% | -19.8% | +33.4% | +16.8% |
| 1Y | +54.5% | -35.2% | +89.7% | +63.8% |
| 3Y | +301.4% | +1.4% | +300.0% | +282.6% |
| 5Y | +236.3% | -30.7% | +267.0% | +234.1% |
| 10Y | +240.1% | -37.4% | +277.5% | +210.0% |
| All | +240.1% | -39.2% | +279.3% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling