+147.7%
GDXJ vs AR
+87.1%
+60.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.0% |
| 7D | +11.8% | -5.8% | +17.5% | +12.7% |
| 30D | -7.1% | +4.8% | -11.9% | -8.1% |
| 3M | -10.5% | +1.5% | -12.0% | -11.2% |
| 6M | -15.5% | +4.7% | -20.2% | -17.0% |
| YTD | -6.6% | +9.2% | -15.8% | -10.1% |
| 1Y | +11.3% | +11.2% | +0.2% | +6.5% |
| 3Y | +242.0% | +46.2% | +195.7% | +196.9% |
| 5Y | +147.7% | +98.1% | +49.6% | +104.5% |
| All | +147.7% | +87.1% | +60.6% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling