+228.1%
GDXJ vs ALLY
-0.2%
+228.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.5% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +8.4% | -3.3% | +11.7% | +9.1% |
| 3M | +25.5% | +0.5% | +25.1% | +25.4% |
| 6M | -6.3% | +12.6% | -18.9% | -8.4% |
| YTD | +12.1% | -4.7% | +16.8% | +12.9% |
| 1Y | +51.1% | +5.2% | +45.8% | +49.0% |
| 3Y | +296.1% | +66.5% | +229.6% | +247.6% |
| 5Y | +228.1% | +0.2% | +227.9% | +193.8% |
| All | +228.1% | -0.2% | +228.3% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling