+215.1%
GDXJ vs AME
+445.1%
-230.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | 0.0% |
| 7D | -2.8% | +1.7% | -4.6% | -3.4% |
| 30D | +5.0% | -6.4% | +11.4% | +7.2% |
| 3M | +24.1% | +7.1% | +17.0% | +21.3% |
| 6M | -7.4% | +8.2% | -15.5% | -9.4% |
| YTD | +10.2% | +18.2% | -7.9% | +5.3% |
| 1Y | +42.5% | +26.7% | +15.8% | +33.4% |
| 3Y | +285.7% | +60.7% | +225.0% | +232.7% |
| 5Y | +231.9% | +91.6% | +140.3% | +170.3% |
| All | +215.1% | +445.1% | -230.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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