+258.3%
GDXJ vs AMDL
+115.6%
+142.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -3.2% |
| 7D | -6.2% | +20.7% | -26.9% | -8.4% |
| 30D | +4.6% | +9.4% | -4.8% | +3.1% |
| 3M | +31.3% | +5.6% | +25.6% | +26.8% |
| 6M | -10.7% | +340.3% | -351.0% | -27.1% |
| YTD | +9.1% | +253.6% | -244.6% | -10.3% |
| 1Y | +44.1% | +443.4% | -399.3% | +12.6% |
| All | +258.3% | +115.6% | +142.7% | +199.8% |
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