+164.1%
GDXJ vs AUR
-36.7%
+200.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.7% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | +4.6% | -8.9% | +13.6% | +5.5% |
| 3M | +31.3% | +4.6% | +26.6% | +30.3% |
| 6M | -10.7% | +44.9% | -55.5% | -14.1% |
| YTD | +9.1% | +64.8% | -55.8% | +3.7% |
| 1Y | +44.1% | +16.4% | +27.8% | +40.6% |
| 3Y | +285.4% | +85.1% | +200.3% | +237.9% |
| 5Y | +228.4% | -36.1% | +264.5% | +167.5% |
| All | +164.1% | -36.7% | +200.8% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling