+215.1%
GDXJ vs ALM
+2,589.2%
-2,374.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.7% |
| 7D | -2.8% | -11.8% | +9.0% | -1.7% |
| 30D | +5.0% | +7.8% | -2.8% | +4.1% |
| 3M | +24.1% | -9.3% | +33.3% | +24.6% |
| 6M | -7.4% | -30.5% | +23.1% | -5.4% |
| YTD | +10.2% | +75.8% | -65.6% | +5.4% |
| 1Y | +42.5% | +241.2% | -198.7% | +30.0% |
| 3Y | +285.7% | +1,872.6% | -1,586.9% | +211.6% |
| 5Y | +231.9% | +849.6% | -617.7% | +174.1% |
| All | +215.1% | +2,589.2% | -2,374.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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