+233.7%
GDXJ vs ALLY
+182.8%
+50.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.7% | -5.6% |
| 7D | +11.8% | -0.7% | +12.4% | +12.0% |
| 30D | -7.1% | +1.1% | -8.2% | -7.2% |
| 3M | -10.5% | -13.2% | +2.7% | -8.2% |
| 6M | -15.5% | -13.5% | -2.1% | -13.3% |
| YTD | -6.6% | -14.3% | +7.7% | -4.2% |
| 1Y | +11.3% | -1.1% | +12.5% | +11.6% |
| 3Y | +242.0% | +62.0% | +180.0% | +209.1% |
| 5Y | +147.7% | -9.6% | +157.3% | +138.8% |
| 10Y | +233.7% | +176.0% | +57.7% | +170.5% |
| All | +233.7% | +182.8% | +50.9% | +170.5% |
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