+164.6%
GDXJ vs ALM
+3,551.9%
-3,387.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.6% |
| 7D | -8.1% | +1.2% | -9.3% | -8.1% |
| 30D | -5.5% | -19.3% | +13.9% | -5.5% |
| 3M | -14.6% | -40.6% | +26.1% | -14.6% |
| 6M | -23.2% | -57.9% | +34.7% | -23.2% |
| YTD | -13.0% | -6.7% | -6.3% | -12.8% |
| 1Y | +2.8% | +20.2% | -17.4% | +3.0% |
| 3Y | +221.5% | +879.4% | -658.0% | +225.9% |
| 5Y | +123.4% | +415.3% | -291.9% | +126.1% |
| 10Y | +238.2% | +2,100.8% | -1,862.6% | +248.9% |
| All | +164.6% | +3,551.9% | -3,387.2% | +189.4% |
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