+256.9%
GDXJ vs AR
+58.9%
+198.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | +0.3% | +2.1% | -1.8% | 0.0% |
| 30D | -7.4% | +4.5% | -12.0% | -8.0% |
| 3M | -11.9% | +1.0% | -12.9% | -12.2% |
| 6M | -19.3% | +4.4% | -23.7% | -20.0% |
| YTD | -8.1% | +10.9% | -19.0% | -10.0% |
| 1Y | +9.1% | +8.6% | +0.5% | +7.0% |
| 3Y | +236.2% | +48.5% | +187.7% | +215.8% |
| 5Y | +136.3% | +95.7% | +40.6% | +116.5% |
| 10Y | +256.9% | +55.5% | +201.5% | +234.0% |
| All | +256.9% | +58.9% | +198.0% | +234.0% |
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