+297.5%
GDXJ vs APD
+6.4%
+291.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.9% |
| 30D | +8.8% | -4.2% | +13.0% | +9.7% |
| 3M | +29.8% | +5.0% | +24.9% | +28.6% |
| 6M | -5.8% | +8.9% | -14.8% | -7.5% |
| YTD | +13.6% | +21.9% | -8.3% | +8.3% |
| 1Y | +54.5% | +5.6% | +48.9% | +52.9% |
| All | +297.5% | +6.4% | +291.1% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling