+285.7%
GDXJ vs AUR
+84.2%
+201.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | +5.0% | -6.4% | +11.4% | +5.8% |
| 3M | +24.1% | +7.7% | +16.4% | +22.4% |
| 6M | -7.4% | +44.5% | -51.8% | -12.1% |
| YTD | +10.2% | +67.4% | -57.2% | +2.9% |
| 1Y | +42.5% | +15.4% | +27.1% | +37.7% |
| 3Y | +285.7% | +94.8% | +190.9% | +207.5% |
| All | +285.7% | +84.2% | +201.5% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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