+77.5%
GDXJ vs ATI
+609.9%
-532.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +4.3% | +3.2% | +1.1% | +3.6% |
| 30D | +8.4% | -9.0% | +17.4% | +10.6% |
| 3M | +25.5% | +15.1% | +10.4% | +21.3% |
| 6M | -6.3% | +38.1% | -44.5% | -13.0% |
| YTD | +12.1% | +80.7% | -68.6% | -1.5% |
| 1Y | +51.1% | +167.5% | -116.5% | +21.6% |
| 3Y | +296.1% | +366.0% | -69.9% | +172.4% |
| 5Y | +228.1% | +1,088.8% | -860.7% | +80.2% |
| 10Y | +211.8% | +1,055.0% | -843.2% | +43.0% |
| All | +77.5% | +609.9% | -532.4% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling