+77.5%
GDXJ vs APA
-40.3%
+117.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +4.3% | -1.7% | +6.0% | +4.6% |
| 30D | +8.4% | +15.7% | -7.3% | +5.8% |
| 3M | +25.5% | +16.5% | +9.1% | +21.7% |
| 6M | -6.3% | +35.1% | -41.4% | -12.6% |
| YTD | +12.1% | +82.2% | -70.1% | -1.0% |
| 1Y | +51.1% | +102.5% | -51.4% | +30.4% |
| 3Y | +296.1% | +10.3% | +285.8% | +269.9% |
| 5Y | +228.1% | +166.1% | +62.0% | +156.5% |
| 10Y | +211.8% | -4.9% | +216.7% | +171.6% |
| All | +77.5% | -40.3% | +117.7% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling