+240.1%
GDXJ vs ALLY
+178.1%
+62.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +0.9% | -1.9% | +2.9% | +1.3% |
| 30D | +8.8% | -4.5% | +13.3% | +9.7% |
| 3M | +29.8% | -2.8% | +32.7% | +30.5% |
| 6M | -5.8% | +10.3% | -16.1% | -7.3% |
| YTD | +13.6% | -5.7% | +19.3% | +14.5% |
| 1Y | +54.5% | +3.9% | +50.5% | +52.9% |
| 3Y | +301.4% | +64.7% | +236.7% | +261.2% |
| 5Y | +236.3% | -2.6% | +238.9% | +219.3% |
| 10Y | +240.1% | +186.0% | +54.1% | +179.2% |
| All | +240.1% | +178.1% | +62.0% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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