+233.7%
GDXJ vs ALLE
+217.2%
+16.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.4% | -5.8% |
| 7D | +11.8% | +0.1% | +11.7% | +11.8% |
| 30D | -7.1% | +25.9% | -33.0% | -13.2% |
| 3M | -10.5% | +14.9% | -25.4% | -14.1% |
| 6M | -15.5% | +42.1% | -57.6% | -23.8% |
| YTD | -6.6% | +20.4% | -27.0% | -11.8% |
| 1Y | +11.3% | +14.9% | -3.5% | +6.3% |
| 3Y | +242.0% | +90.1% | +151.9% | +182.3% |
| 5Y | +147.7% | +53.0% | +94.7% | +111.5% |
| 10Y | +233.7% | +208.8% | +24.9% | +155.0% |
| All | +233.7% | +217.2% | +16.5% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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