+166.5%
GDXJ vs ALLY
-6.7%
+173.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | +16.4% | -0.2% | +16.6% | +16.5% |
| 30D | -1.2% | +3.4% | -4.6% | -1.8% |
| 3M | -3.9% | -11.1% | +7.2% | -1.5% |
| 6M | -10.2% | -11.5% | +1.3% | -7.9% |
| YTD | -0.6% | -12.3% | +11.7% | +1.8% |
| 1Y | +24.3% | +1.1% | +23.2% | +24.2% |
| 3Y | +257.4% | +64.8% | +192.6% | +214.4% |
| 5Y | +166.5% | -6.9% | +173.3% | +140.6% |
| All | +166.5% | -6.7% | +173.2% | +140.6% |
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 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