+234.9%
GDXJ vs ALLY
+97.2%
+137.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -10.0% | +2.0% | -12.0% | -10.2% |
| 3M | -16.6% | -13.3% | -3.3% | -14.6% |
| 6M | -23.3% | -9.9% | -13.4% | -21.9% |
| YTD | -12.4% | -13.5% | +1.1% | -10.4% |
| 1Y | +0.5% | -2.8% | +3.3% | +1.0% |
| 3Y | +220.5% | +63.4% | +157.1% | +191.0% |
| 5Y | +124.7% | -10.9% | +135.6% | +117.5% |
| 10Y | +240.2% | +174.7% | +65.5% | +159.2% |
| All | +234.9% | +97.2% | +137.7% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling