+233.2%
GDXJ vs APD
+191.6%
+41.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | -4.9% | +2.2% | -7.1% | -5.6% |
| 30D | -10.0% | +9.4% | -19.4% | -12.6% |
| 3M | -16.6% | +4.7% | -21.3% | -18.0% |
| 6M | -23.3% | +5.5% | -28.8% | -24.8% |
| YTD | -12.4% | +31.4% | -43.9% | -20.8% |
| 1Y | +0.5% | +24.1% | -23.6% | -7.4% |
| 3Y | +220.5% | +28.8% | +191.7% | +184.5% |
| 5Y | +124.7% | +15.8% | +109.0% | +104.1% |
| All | +233.2% | +191.6% | +41.6% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling