+297.5%
GDXJ vs APA
+12.6%
+284.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +8.8% | +9.3% | -0.5% | +8.2% |
| 3M | +29.8% | +23.3% | +6.5% | +28.0% |
| 6M | -5.8% | +39.5% | -45.3% | -10.4% |
| YTD | +13.6% | +87.6% | -74.0% | +2.6% |
| 1Y | +54.5% | +114.2% | -59.8% | +35.8% |
| All | +297.5% | +12.6% | +284.9% | +312.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling