+86.5%
GDXJ vs AMRZ
-20.3%
+106.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -6.2% | -8.1% | +1.9% | -2.9% |
| 30D | +4.6% | -14.8% | +19.5% | +11.7% |
| 3M | +31.3% | -19.7% | +51.0% | +43.1% |
| 6M | -10.7% | -30.8% | +20.1% | +2.6% |
| YTD | +9.1% | -24.3% | +33.4% | +23.2% |
| 1Y | +44.1% | -24.0% | +68.2% | +61.2% |
| All | +86.5% | -20.3% | +106.8% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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