+187.6%
GDXJ vs AMDL
+145.7%
+41.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.9% | -16.5% | -6.0% |
| 7D | -4.9% | +103.5% | -108.5% | -13.2% |
| 30D | -10.0% | -18.3% | +8.4% | -10.0% |
| 3M | -16.6% | +20.1% | -36.7% | -21.1% |
| 6M | -23.3% | +15.9% | -39.2% | -29.1% |
| YTD | -12.4% | +303.0% | -315.5% | -31.1% |
| 1Y | +0.5% | +164.0% | -163.5% | -18.3% |
| All | +187.6% | +145.7% | +41.9% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling