+231.2%
GDXJ vs ATI
+961.4%
-730.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | -8.1% | +4.2% | -12.2% | -8.7% |
| 30D | -5.5% | -2.5% | -2.9% | -5.2% |
| 3M | -14.6% | -19.4% | +4.9% | -11.7% |
| 6M | -23.2% | +11.1% | -34.3% | -24.7% |
| YTD | -13.0% | +59.5% | -72.5% | -19.0% |
| 1Y | +2.8% | +85.8% | -83.0% | -6.4% |
| 3Y | +221.5% | +311.9% | -90.4% | +155.4% |
| 5Y | +123.4% | +963.2% | -839.9% | +56.5% |
| All | +231.2% | +961.4% | -730.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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