+220.4%
GDXJ vs ALNY
+30.5%
+189.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -2.8% | -6.5% | +3.7% | -2.1% |
| 30D | +5.0% | +11.0% | -6.1% | +3.8% |
| 3M | +24.1% | -14.1% | +38.1% | +24.8% |
| 6M | -7.4% | -22.4% | +15.0% | -5.8% |
| YTD | +10.2% | -37.5% | +47.7% | +14.4% |
| 1Y | +42.5% | -46.9% | +89.5% | +50.4% |
| 3Y | +285.7% | +22.1% | +263.6% | +268.9% |
| All | +220.4% | +30.5% | +189.9% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling