+166.2%
GDXJ vs ALM
+3,289.7%
-3,123.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.8% | -4.7% |
| 7D | -4.9% | -4.0% | -0.9% | -4.9% |
| 30D | -10.0% | -30.5% | +20.6% | -10.0% |
| 3M | -16.6% | -46.9% | +30.3% | -16.6% |
| 6M | -23.3% | -65.5% | +42.2% | -23.3% |
| YTD | -12.4% | -13.4% | +0.9% | -12.3% |
| 1Y | +0.5% | +9.8% | -9.3% | +0.7% |
| 3Y | +220.5% | +783.1% | -562.6% | +224.9% |
| 5Y | +124.7% | +378.3% | -253.6% | +127.5% |
| 10Y | +240.2% | +1,942.8% | -1,702.6% | +251.0% |
| All | +166.2% | +3,289.7% | -3,123.5% | +191.2% |
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