+220.4%
GDXJ vs AZN
+55.9%
+164.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -2.8% | -1.6% | -1.3% | -2.3% |
| 30D | +5.0% | +1.1% | +3.9% | +4.6% |
| 3M | +24.1% | -12.1% | +36.2% | +29.2% |
| 6M | -7.4% | -17.1% | +9.8% | -1.0% |
| YTD | +10.2% | -12.0% | +22.2% | +14.8% |
| 1Y | +42.5% | -0.2% | +42.8% | +41.1% |
| 3Y | +285.7% | +26.8% | +258.9% | +239.7% |
| All | +220.4% | +55.9% | +164.6% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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