+21.8%
GDXJ vs APD
+36.4%
-14.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.5% |
| 7D | -0.2% | +3.8% | -4.0% | -0.3% |
| 30D | -7.6% | +14.1% | -21.7% | -8.1% |
| 3M | +2.3% | +8.2% | -5.9% | +1.7% |
| 6M | -7.8% | +7.5% | -15.4% | -8.3% |
| YTD | -8.4% | +31.7% | -40.0% | -6.7% |
| 1Y | +21.8% | +35.1% | -13.3% | +24.9% |
| All | +21.8% | +36.4% | -14.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling