+231.2%
GDXJ vs APA
+8.7%
+222.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -8.1% | +8.5% | -16.6% | -8.8% |
| 30D | -5.5% | +2.8% | -8.2% | -5.9% |
| 3M | -14.6% | +21.7% | -36.3% | -16.3% |
| 6M | -23.2% | +32.6% | -55.8% | -25.7% |
| YTD | -13.0% | +103.7% | -116.7% | -20.3% |
| 1Y | +2.8% | +101.8% | -99.1% | -5.9% |
| 3Y | +221.5% | +48.1% | +173.4% | +198.4% |
| 5Y | +123.4% | +91.9% | +31.5% | +101.8% |
| All | +231.2% | +8.7% | +222.5% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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