-19.3%
GDXJ vs AR
+4.3%
-23.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.2% |
| 7D | +0.3% | +2.1% | -1.8% | +0.9% |
| 30D | -7.4% | +4.5% | -12.0% | -6.6% |
| 3M | -11.9% | +1.0% | -12.9% | -11.5% |
| 6M | -19.3% | +4.4% | -23.7% | -18.5% |
| All | -19.3% | +4.3% | -23.6% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling