-5.8%
GDXJ vs AMRZ
-27.5%
+21.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.6% |
| 7D | +0.9% | -4.7% | +5.6% | +3.6% |
| 30D | +8.8% | -11.3% | +20.1% | +15.9% |
| 3M | +29.8% | -22.1% | +51.9% | +47.8% |
| 6M | -5.8% | -29.6% | +23.8% | +18.7% |
| All | -5.8% | -27.5% | +21.7% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling