+324.0%
GDXJ vs AR
-27.2%
+351.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +17.9% | +14.8% | +3.1% | +15.9% |
| 3M | +15.3% | +6.2% | +9.1% | +14.2% |
| 6M | -9.4% | +4.3% | -13.7% | -10.6% |
| YTD | +13.4% | +14.4% | -1.0% | +10.5% |
| 1Y | +59.7% | +21.3% | +38.3% | +54.1% |
| 3Y | +283.6% | +39.8% | +243.8% | +258.1% |
| 5Y | +217.6% | +142.1% | +75.5% | +175.9% |
| 10Y | +225.7% | +52.0% | +173.6% | +224.1% |
| All | +324.0% | -27.2% | +351.2% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling