+211.8%
GDXJ vs ALLE
+148.2%
+63.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +4.3% | +2.8% | +1.5% | +3.5% |
| 30D | +8.4% | -7.6% | +16.1% | +10.9% |
| 3M | +25.5% | +22.8% | +2.7% | +18.3% |
| 6M | -6.3% | +4.6% | -10.9% | -7.7% |
| YTD | +12.1% | -1.2% | +13.3% | +12.1% |
| 1Y | +51.1% | -9.1% | +60.2% | +54.2% |
| 3Y | +296.1% | +50.0% | +246.1% | +250.1% |
| 5Y | +228.1% | +15.2% | +212.9% | +202.2% |
| 10Y | +211.8% | +151.1% | +60.7% | +170.0% |
| All | +211.8% | +148.2% | +63.6% | +170.0% |
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