+296.1%
GDXJ vs ALLE
+49.7%
+246.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +4.3% | +2.8% | +1.5% | +3.3% |
| 30D | +8.4% | -7.6% | +16.1% | +11.4% |
| 3M | +25.5% | +22.8% | +2.7% | +16.5% |
| 6M | -6.3% | +4.6% | -10.9% | -8.1% |
| YTD | +12.1% | -1.2% | +13.3% | +11.9% |
| 1Y | +51.1% | -9.1% | +60.2% | +54.1% |
| 3Y | +296.1% | +50.0% | +246.1% | +230.2% |
| All | +296.1% | +49.7% | +246.4% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling