+231.2%
GDXJ vs ALLE
+211.7%
+19.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -8.1% | +3.6% | -11.6% | -8.9% |
| 30D | -5.5% | +25.9% | -31.4% | -11.6% |
| 3M | -14.6% | +15.8% | -30.3% | -18.2% |
| 6M | -23.2% | +48.1% | -71.3% | -31.5% |
| YTD | -13.0% | +22.0% | -34.9% | -18.2% |
| 1Y | +2.8% | +18.0% | -15.3% | -2.6% |
| 3Y | +221.5% | +93.1% | +128.4% | +164.1% |
| 5Y | +123.4% | +52.1% | +71.3% | +90.7% |
| All | +231.2% | +211.7% | +19.5% | +154.3% |
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