+147.7%
GDXJ vs AMT
-19.6%
+167.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | +11.8% | +1.6% | +10.1% | +11.2% |
| 30D | -7.1% | +4.5% | -11.6% | -8.6% |
| 3M | -10.5% | +13.8% | -24.3% | -14.5% |
| 6M | -15.5% | +10.0% | -25.6% | -19.1% |
| YTD | -6.6% | +11.8% | -18.3% | -11.4% |
| 1Y | +11.3% | +10.2% | +1.1% | +6.0% |
| 3Y | +242.0% | +15.1% | +226.8% | +211.9% |
| 5Y | +147.7% | -18.8% | +166.5% | +160.8% |
| All | +147.7% | -19.6% | +167.3% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling