+59.7%
GDXJ vs EL
+14.8%
+44.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.5% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +17.9% | +19.8% | -2.0% | +10.8% |
| 3M | +15.3% | +25.7% | -10.4% | +7.0% |
| 6M | -9.4% | +5.4% | -14.9% | -12.5% |
| YTD | +13.4% | +0.2% | +13.2% | +10.0% |
| 1Y | +59.7% | +20.4% | +39.2% | +49.2% |
| All | +59.7% | +14.8% | +44.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling