+228.4%
GDXJ vs ATI
+1,021.8%
-793.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.0% |
| 7D | -6.2% | -2.7% | -3.5% | -5.5% |
| 30D | +4.6% | -13.5% | +18.1% | +8.7% |
| 3M | +31.3% | +8.5% | +22.7% | +27.9% |
| 6M | -10.7% | +25.2% | -35.9% | -16.2% |
| YTD | +9.1% | +73.4% | -64.3% | -4.9% |
| 1Y | +44.1% | +160.5% | -116.4% | +14.7% |
| 3Y | +285.4% | +347.3% | -61.9% | +155.5% |
| 5Y | +228.4% | +1,049.0% | -820.6% | +78.8% |
| All | +228.4% | +1,021.8% | -793.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling