+196.9%
GDXJ vs AS
+125.3%
+71.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.1% |
| 7D | -4.9% | -3.6% | -1.3% | -4.1% |
| 30D | -10.0% | +3.4% | -13.3% | -10.4% |
| 3M | -16.6% | -8.6% | -8.0% | -15.2% |
| 6M | -23.3% | -10.0% | -13.3% | -21.8% |
| YTD | -12.4% | -19.2% | +6.7% | -9.2% |
| 1Y | +0.5% | -3.8% | +4.3% | +2.0% |
| All | +196.9% | +125.3% | +71.6% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling