+272.5%
GDXJ vs AMDL
+95.0%
+177.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -3.6% |
| 7D | +0.2% | +4.5% | -4.4% | -0.4% |
| 30D | +17.9% | -4.4% | +22.3% | +18.0% |
| 3M | +15.3% | -30.5% | +45.8% | +16.9% |
| 6M | -9.4% | +300.9% | -310.3% | -25.2% |
| YTD | +13.4% | +219.9% | -206.5% | -5.5% |
| 1Y | +59.7% | +374.7% | -315.1% | +26.6% |
| All | +272.5% | +95.0% | +177.5% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling