+74.5%
GDXJ vs ALNY
+1,480.9%
-1,406.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -2.8% | -6.5% | +3.7% | -2.3% |
| 30D | +5.0% | +11.0% | -6.1% | +4.0% |
| 3M | +24.1% | -14.1% | +38.1% | +24.8% |
| 6M | -7.4% | -22.4% | +15.0% | -6.1% |
| YTD | +10.2% | -37.5% | +47.7% | +13.7% |
| 1Y | +42.5% | -46.9% | +89.5% | +48.9% |
| 3Y | +285.7% | +22.1% | +263.6% | +271.0% |
| 5Y | +231.9% | +31.2% | +200.7% | +212.1% |
| 10Y | +230.0% | +256.3% | -26.3% | +170.0% |
| All | +74.5% | +1,480.9% | -1,406.4% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling