-9.4%
GDXJ vs ALK
-16.4%
+7.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | +0.2% | -0.7% | +0.8% | +0.4% |
| 30D | +17.9% | -19.2% | +37.1% | +28.0% |
| 3M | +15.3% | -1.5% | +16.8% | +13.5% |
| 6M | -9.4% | -13.1% | +3.6% | -5.6% |
| All | -9.4% | -16.4% | +7.0% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling