+37.8%
GDXJ vs APD
+533.5%
-495.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.1% | +3.8% | -11.9% | -9.4% |
| 30D | -5.5% | +8.2% | -13.7% | -8.4% |
| 3M | -14.6% | +4.3% | -18.8% | -16.1% |
| 6M | -23.2% | +4.7% | -27.9% | -24.8% |
| YTD | -13.0% | +31.5% | -44.5% | -22.9% |
| 1Y | +2.8% | +23.5% | -20.8% | -6.9% |
| 3Y | +221.5% | +29.1% | +192.4% | +177.8% |
| 5Y | +123.4% | +15.9% | +107.5% | +99.2% |
| 10Y | +238.2% | +191.9% | +46.2% | +89.9% |
| All | +37.8% | +533.5% | -495.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling