+268.2%
GDXJ vs AMDL
+117.8%
+150.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -2.5% |
| 7D | +4.3% | +19.9% | -15.6% | +1.9% |
| 30D | +8.4% | +6.3% | +2.2% | +7.2% |
| 3M | +25.5% | -9.9% | +35.4% | +23.5% |
| 6M | -6.3% | +394.3% | -400.6% | -24.4% |
| YTD | +12.1% | +257.3% | -245.2% | -7.9% |
| 1Y | +51.1% | +508.5% | -457.5% | +16.9% |
| All | +268.2% | +117.8% | +150.4% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling