+79.5%
GDXJ vs AME
+1,552.9%
-1,473.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +17.9% | -6.7% | +24.5% | +20.8% |
| 3M | +15.3% | +4.1% | +11.2% | +13.7% |
| 6M | -9.4% | +1.6% | -11.0% | -9.7% |
| YTD | +13.4% | +16.1% | -2.7% | +8.1% |
| 1Y | +59.7% | +27.3% | +32.3% | +47.3% |
| 3Y | +283.6% | +50.9% | +232.7% | +227.8% |
| 5Y | +217.6% | +81.4% | +136.2% | +152.4% |
| 10Y | +225.7% | +417.0% | -191.3% | +66.7% |
| All | +79.5% | +1,552.9% | -1,473.4% | -65.6% |
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