+231.2%
GDXJ vs ALLY
+174.3%
+56.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -8.1% | +0.4% | -8.5% | -8.1% |
| 30D | -5.5% | +5.2% | -10.7% | -6.3% |
| 3M | -14.6% | -13.3% | -1.2% | -12.3% |
| 6M | -23.2% | -6.7% | -16.5% | -22.2% |
| YTD | -13.0% | -12.8% | -0.1% | -11.0% |
| 1Y | +2.8% | +0.7% | +2.1% | +2.7% |
| 3Y | +221.5% | +65.2% | +156.3% | +189.5% |
| 5Y | +123.4% | -10.1% | +133.5% | +115.4% |
| All | +231.2% | +174.3% | +56.9% | +164.6% |
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