+297.5%
GDXJ vs ALM
+2,150.5%
-1,852.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.5% | +2.1% |
| 7D | +0.9% | +3.6% | -2.7% | +0.2% |
| 30D | +8.8% | +33.8% | -25.0% | +3.3% |
| 3M | +29.8% | +14.8% | +15.1% | +25.7% |
| 6M | -5.8% | -7.0% | +1.1% | -6.7% |
| YTD | +13.6% | +108.1% | -94.5% | +2.1% |
| 1Y | +54.5% | +313.8% | -259.3% | +28.1% |
| All | +297.5% | +2,150.5% | -1,852.9% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling