+195.1%
GDXJ vs AS
+123.4%
+71.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -8.1% | -4.9% | -3.2% | -7.0% |
| 30D | -5.5% | +3.9% | -9.4% | -6.1% |
| 3M | -14.6% | -9.6% | -5.0% | -12.9% |
| 6M | -23.2% | -8.7% | -14.5% | -21.9% |
| YTD | -13.0% | -19.8% | +6.9% | -9.6% |
| 1Y | +2.8% | -1.5% | +4.3% | +4.1% |
| All | +195.1% | +123.4% | +71.7% | +152.2% |
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