+333.7%
GDXJ vs ALLY
+124.8%
+208.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +0.2% | +3.7% | -3.5% | -0.4% |
| 30D | +17.9% | -2.3% | +20.1% | +18.3% |
| 3M | +15.3% | +3.8% | +11.5% | +14.6% |
| 6M | -9.4% | +9.7% | -19.2% | -10.8% |
| YTD | +13.4% | -1.4% | +14.8% | +13.4% |
| 1Y | +59.7% | +8.2% | +51.4% | +57.0% |
| 3Y | +283.6% | +66.5% | +217.1% | +246.3% |
| 5Y | +217.6% | +1.2% | +216.4% | +200.5% |
| 10Y | +225.7% | +191.4% | +34.2% | +144.8% |
| All | +333.7% | +124.8% | +208.9% | +239.6% |
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 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