+240.1%
GDXJ vs AR
+43.0%
+197.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | +8.8% | +5.5% | +3.3% | +8.2% |
| 3M | +29.8% | +12.9% | +17.0% | +28.1% |
| 6M | -5.8% | +0.1% | -5.9% | -6.4% |
| YTD | +13.6% | +13.5% | +0.1% | +11.3% |
| 1Y | +54.5% | +21.6% | +32.9% | +49.9% |
| 3Y | +301.4% | +46.0% | +255.4% | +277.6% |
| 5Y | +236.3% | +143.7% | +92.6% | +202.9% |
| 10Y | +240.1% | +44.3% | +195.8% | +249.1% |
| All | +240.1% | +43.0% | +197.1% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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