+140.4%
GDXJ vs APD
+12.7%
+127.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.1% |
| 7D | +11.8% | -0.2% | +12.0% | +11.9% |
| 30D | -7.1% | +11.0% | -18.1% | -10.3% |
| 3M | -10.5% | +2.0% | -12.5% | -11.2% |
| 6M | -15.5% | +7.1% | -22.6% | -17.5% |
| YTD | -6.6% | +29.8% | -36.3% | -15.3% |
| 1Y | +11.3% | +24.0% | -12.7% | +2.4% |
| 3Y | +242.0% | +27.2% | +214.8% | +200.9% |
| All | +140.4% | +12.7% | +127.7% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling