+44.1%
GDXJ vs ALM
+279.2%
-235.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -1.1% |
| 7D | -6.2% | -7.1% | +0.9% | -4.4% |
| 30D | +4.6% | +24.7% | -20.0% | -2.5% |
| 3M | +31.3% | +8.3% | +23.0% | +26.0% |
| 6M | -10.7% | -22.2% | +11.5% | -8.0% |
| YTD | +9.1% | +88.1% | -79.0% | -6.2% |
| 1Y | +44.1% | +272.4% | -228.2% | +5.9% |
| All | +44.1% | +279.2% | -235.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling