+72.7%
GDXJ vs AZN
+551.5%
-478.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.6% |
| 7D | -6.2% | -3.1% | -3.1% | -5.2% |
| 30D | +4.6% | +0.6% | +4.1% | +4.5% |
| 3M | +31.3% | -10.8% | +42.1% | +35.7% |
| 6M | -10.7% | -18.1% | +7.4% | -4.7% |
| YTD | +9.1% | -12.3% | +21.3% | +13.4% |
| 1Y | +44.1% | -0.2% | +44.3% | +42.8% |
| 3Y | +285.4% | +23.4% | +262.0% | +250.8% |
| 5Y | +228.4% | +56.4% | +172.0% | +173.7% |
| 10Y | +226.5% | +225.7% | +0.9% | +110.1% |
| All | +72.7% | +551.5% | -478.8% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling