+233.2%
GDXJ vs AMT
+134.2%
+99.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.6% |
| 7D | -4.9% | -2.2% | -2.8% | -4.3% |
| 30D | -10.0% | +5.8% | -15.7% | -11.7% |
| 3M | -16.6% | +12.6% | -29.2% | -19.9% |
| 6M | -23.3% | +8.3% | -31.6% | -26.0% |
| YTD | -12.4% | +11.4% | -23.9% | -16.6% |
| 1Y | +0.5% | +7.7% | -7.3% | -3.3% |
| 3Y | +220.5% | +14.8% | +205.7% | +197.2% |
| 5Y | +124.7% | -18.0% | +142.7% | +130.2% |
| All | +233.2% | +134.2% | +99.0% | +179.9% |
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