+228.1%
GDXJ vs APD
+26.2%
+201.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +4.3% | -2.5% | +6.8% | +5.1% |
| 30D | +8.4% | -1.9% | +10.3% | +9.0% |
| 3M | +25.5% | +8.2% | +17.3% | +22.2% |
| 6M | -6.3% | +10.7% | -17.1% | -9.8% |
| YTD | +12.1% | +22.9% | -10.8% | +3.4% |
| 1Y | +51.1% | +5.8% | +45.3% | +46.9% |
| 3Y | +296.1% | +7.8% | +288.3% | +272.8% |
| 5Y | +228.1% | +26.1% | +202.0% | +166.6% |
| All | +228.1% | +26.2% | +201.9% | +166.6% |
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