+158.1%
GDXJ vs AMBA
-70.4%
+228.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +1.9% |
| 7D | +13.4% | -7.2% | +20.7% | +14.5% |
| 30D | -1.3% | -10.4% | +9.1% | +0.2% |
| 3M | -1.5% | -30.1% | +28.6% | +3.3% |
| 6M | -12.2% | -22.4% | +10.2% | -11.1% |
| YTD | -5.3% | -17.3% | +12.0% | -5.7% |
| 1Y | +22.0% | -35.4% | +57.4% | +25.1% |
| 3Y | +224.9% | +18.6% | +206.3% | +196.0% |
| All | +158.1% | -70.4% | +228.5% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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