+21.8%
GDXJ vs AMCR
+32.3%
-10.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +7.5% |
| 7D | -0.2% | +6.2% | -6.4% | -4.1% |
| 30D | -7.6% | +16.0% | -23.6% | -16.5% |
| 3M | +2.3% | +4.4% | -2.1% | -0.8% |
| 6M | -7.8% | +35.5% | -43.3% | -25.2% |
| YTD | -8.4% | +21.5% | -29.9% | -17.2% |
| 1Y | +21.8% | +30.7% | -9.0% | +6.2% |
| All | +21.8% | +32.3% | -10.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling