+280.1%
GDXJ vs AS
+114.1%
+166.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.6% |
| 7D | +4.3% | -2.6% | +6.9% | +4.8% |
| 30D | +8.4% | -22.1% | +30.6% | +13.9% |
| 3M | +25.5% | -15.3% | +40.8% | +29.4% |
| 6M | -6.3% | -15.6% | +9.2% | -3.3% |
| YTD | +12.1% | -23.2% | +35.3% | +17.3% |
| 1Y | +51.1% | -21.7% | +72.7% | +57.3% |
| All | +280.1% | +114.1% | +166.0% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling