+244.8%
GDXJ vs ALM
+7,705.7%
-7,460.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +0.2% | -2.6% | +2.8% | +0.2% |
| 30D | +17.9% | +32.0% | -14.1% | +17.9% |
| 3M | +15.3% | -15.0% | +30.3% | +15.3% |
| 6M | -9.4% | -10.1% | +0.7% | -9.5% |
| YTD | +13.4% | +99.4% | -86.0% | +13.6% |
| 1Y | +59.7% | +316.4% | -256.7% | +60.4% |
| 3Y | +283.6% | +2,022.0% | -1,738.4% | +289.1% |
| 5Y | +217.6% | +941.2% | -723.6% | +221.5% |
| 10Y | +225.7% | +2,950.3% | -2,724.7% | +235.1% |
| All | +244.8% | +7,705.7% | -7,460.9% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling