+79.5%
GDXJ vs ARWR
+1,292.6%
-1,213.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +17.9% | -0.7% | +18.5% | +17.9% |
| 3M | +15.3% | +14.9% | +0.4% | +14.4% |
| 6M | -9.4% | +32.6% | -42.1% | -10.8% |
| YTD | +13.4% | +30.0% | -16.6% | +11.7% |
| 1Y | +59.7% | +208.4% | -148.7% | +50.7% |
| 3Y | +283.6% | +208.8% | +74.8% | +255.6% |
| 5Y | +217.6% | +27.8% | +189.8% | +199.9% |
| 10Y | +225.7% | +1,107.6% | -881.9% | +188.8% |
| All | +79.5% | +1,292.6% | -1,213.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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