+313.3%
GDXJ vs ARES
+1,181.8%
-868.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +8.4% | +1.3% | +7.1% | +8.1% |
| 3M | +25.5% | +10.4% | +15.2% | +22.7% |
| 6M | -6.3% | +29.0% | -35.3% | -11.5% |
| YTD | +12.1% | -12.2% | +24.3% | +13.8% |
| 1Y | +51.1% | -18.4% | +69.5% | +55.2% |
| 3Y | +296.1% | +43.2% | +252.9% | +255.6% |
| 5Y | +228.1% | +102.6% | +125.5% | +169.9% |
| 10Y | +211.8% | +1,029.6% | -817.8% | +116.0% |
| All | +313.3% | +1,181.8% | -868.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARES 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling