+297.5%
GDXJ vs AME
+55.9%
+241.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.6% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | +8.8% | -6.6% | +15.4% | +11.8% |
| 3M | +29.8% | +3.0% | +26.9% | +28.2% |
| 6M | -5.8% | +5.3% | -11.1% | -7.6% |
| YTD | +13.6% | +15.4% | -1.8% | +9.8% |
| 1Y | +54.5% | +26.8% | +27.7% | +46.4% |
| All | +297.5% | +55.9% | +241.6% | +263.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling