+263.2%
GDXJ vs ALLE
+327.3%
-64.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.0% |
| 7D | +13.4% | -0.6% | +14.0% | +13.6% |
| 30D | -1.3% | +25.3% | -26.6% | -7.0% |
| 3M | -1.5% | +10.3% | -11.8% | -4.2% |
| 6M | -12.2% | +38.0% | -50.3% | -19.4% |
| YTD | -5.3% | +17.8% | -23.1% | -9.6% |
| 1Y | +22.0% | +13.6% | +8.4% | +17.4% |
| 3Y | +224.9% | +89.2% | +135.7% | +174.6% |
| 5Y | +160.6% | +51.1% | +109.6% | +127.5% |
| 10Y | +203.0% | +228.1% | -25.1% | +137.5% |
| All | +263.2% | +327.3% | -64.1% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling