+249.3%
GDXJ vs AR
-30.5%
+279.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.8% |
| 7D | +11.8% | -5.8% | +17.5% | +12.4% |
| 30D | -7.1% | +4.8% | -11.9% | -7.8% |
| 3M | -10.5% | +1.5% | -12.0% | -11.0% |
| 6M | -15.5% | +4.7% | -20.2% | -16.5% |
| YTD | -6.6% | +9.2% | -15.8% | -8.7% |
| 1Y | +11.3% | +11.2% | +0.2% | +8.5% |
| 3Y | +242.0% | +46.2% | +195.7% | +217.0% |
| 5Y | +147.7% | +98.1% | +49.6% | +119.5% |
| 10Y | +233.7% | +54.5% | +179.2% | +227.4% |
| All | +249.3% | -30.5% | +279.8% | +291.4% |
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