+54.5%
GDXJ vs ALK
-36.6%
+91.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | +0.9% | -3.0% | +3.9% | +1.9% |
| 30D | +8.8% | -14.6% | +23.4% | +14.2% |
| 3M | +29.8% | -10.6% | +40.4% | +33.2% |
| 6M | -5.8% | -6.7% | +0.9% | -6.6% |
| YTD | +13.6% | -19.8% | +33.4% | +17.0% |
| 1Y | +54.5% | -35.2% | +89.7% | +47.7% |
| All | +54.5% | -36.6% | +91.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling