+221.5%
GDXJ vs ATI
+318.7%
-97.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | -8.1% | +4.2% | -12.2% | -9.2% |
| 30D | -5.5% | -2.5% | -2.9% | -5.1% |
| 3M | -14.6% | -19.4% | +4.9% | -9.9% |
| 6M | -23.2% | +11.1% | -34.3% | -25.7% |
| YTD | -13.0% | +59.5% | -72.5% | -21.1% |
| 1Y | +2.8% | +85.8% | -83.0% | -9.0% |
| 3Y | +221.5% | +311.9% | -90.4% | +142.2% |
| All | +221.5% | +318.7% | -97.2% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling