+221.1%
GDXJ vs AS
+134.9%
+86.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +13.4% | +6.9% | +6.5% | +11.9% |
| 30D | -1.3% | +16.0% | -17.3% | -4.2% |
| 3M | -1.5% | -12.8% | +11.3% | +1.0% |
| 6M | -12.2% | -15.4% | +3.2% | -9.6% |
| YTD | -5.3% | -15.7% | +10.4% | -2.8% |
| 1Y | +22.0% | +6.1% | +15.9% | +21.9% |
| All | +221.1% | +134.9% | +86.3% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling