+220.4%
GDXJ vs AME
+89.9%
+130.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | -0.5% |
| 7D | -2.8% | +1.7% | -4.6% | -3.6% |
| 30D | +5.0% | -6.4% | +11.4% | +8.2% |
| 3M | +24.1% | +7.1% | +17.0% | +20.0% |
| 6M | -7.4% | +8.2% | -15.5% | -10.4% |
| YTD | +10.2% | +18.2% | -7.9% | +3.5% |
| 1Y | +42.5% | +26.7% | +15.8% | +30.2% |
| 3Y | +285.7% | +60.7% | +225.0% | +209.1% |
| All | +220.4% | +89.9% | +130.6% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling