+292.1%
GDXJ vs AMIX
-99.9%
+392.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | +0.9% | +1.6% | -0.6% | +0.9% |
| 30D | +8.8% | -50.8% | +59.6% | +9.1% |
| 3M | +29.8% | -46.3% | +76.1% | +27.9% |
| 6M | -5.8% | -49.9% | +44.0% | -7.3% |
| YTD | +13.6% | -60.4% | +74.0% | +11.6% |
| 1Y | +54.5% | -81.7% | +136.2% | +51.3% |
| All | +292.1% | -99.9% | +392.0% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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