+240.1%
GDXJ vs AMT
+96.3%
+143.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +1.5% | -0.5% | +0.5% |
| 30D | +8.8% | +3.7% | +5.1% | +7.5% |
| 3M | +29.8% | -7.2% | +37.0% | +32.4% |
| 6M | -5.8% | -4.2% | -1.7% | -5.3% |
| YTD | +13.6% | +1.9% | +11.7% | +11.5% |
| 1Y | +54.5% | -6.4% | +60.8% | +55.7% |
| 3Y | +301.4% | +7.7% | +293.6% | +279.2% |
| 5Y | +236.3% | -30.9% | +267.2% | +264.4% |
| 10Y | +240.1% | +105.4% | +134.7% | +165.5% |
| All | +240.1% | +96.3% | +143.8% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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