+215.1%
GDXJ vs AZO
+296.8%
-81.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -2.8% | -3.6% | +0.8% | -2.1% |
| 30D | +5.0% | -5.6% | +10.5% | +6.1% |
| 3M | +24.1% | -6.6% | +30.7% | +25.3% |
| 6M | -7.4% | -22.5% | +15.2% | -2.6% |
| YTD | +10.2% | -15.2% | +25.4% | +13.7% |
| 1Y | +42.5% | -33.9% | +76.5% | +54.9% |
| 3Y | +285.7% | +11.8% | +273.9% | +268.8% |
| 5Y | +231.9% | +85.5% | +146.3% | +178.2% |
| All | +215.1% | +296.8% | -81.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling