+242.0%
GDXJ vs ALK
+23.9%
+218.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +11.8% | +12.9% | -1.2% | +8.6% |
| 30D | -7.1% | +5.5% | -12.6% | -8.4% |
| 3M | -10.5% | -12.1% | +1.6% | -8.1% |
| 6M | -15.5% | +1.7% | -17.2% | -16.6% |
| YTD | -6.6% | -17.4% | +10.8% | -4.8% |
| 1Y | +11.3% | -1.9% | +13.3% | +10.3% |
| 3Y | +242.0% | +21.2% | +220.7% | +194.3% |
| All | +242.0% | +23.9% | +218.1% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling