+77.5%
GDXJ vs EIX
+224.6%
-147.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.7% |
| 7D | +4.3% | +0.9% | +3.4% | +3.7% |
| 30D | +8.4% | -13.5% | +22.0% | +11.7% |
| 3M | +25.5% | -15.3% | +40.8% | +29.9% |
| 6M | -6.3% | -15.3% | +9.0% | -3.3% |
| YTD | +12.1% | +2.7% | +9.4% | +7.3% |
| 1Y | +51.1% | +17.4% | +33.6% | +37.1% |
| 3Y | +296.1% | -1.3% | +297.4% | +274.5% |
| 5Y | +228.1% | +27.2% | +200.9% | +179.6% |
| 10Y | +211.8% | +22.7% | +189.1% | +150.4% |
| All | +77.5% | +224.6% | -147.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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