+37.8%
GDXJ vs AME
+1,585.9%
-1,548.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -8.1% | +5.9% | -14.0% | -10.0% |
| 30D | -5.5% | -1.9% | -3.6% | -5.0% |
| 3M | -14.6% | -5.4% | -9.2% | -13.0% |
| 6M | -23.2% | +4.9% | -28.1% | -24.6% |
| YTD | -13.0% | +18.5% | -31.4% | -17.8% |
| 1Y | +2.8% | +25.5% | -22.7% | -4.8% |
| 3Y | +221.5% | +63.0% | +158.5% | +167.1% |
| 5Y | +123.4% | +78.3% | +45.1% | +78.3% |
| 10Y | +238.2% | +447.1% | -208.9% | +68.7% |
| All | +37.8% | +1,585.9% | -1,548.1% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling