+42.5%
GDXJ vs EL
+12.6%
+29.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -2.8% | -6.5% | +3.7% | -0.6% |
| 30D | +5.0% | +11.1% | -6.2% | +1.1% |
| 3M | +24.1% | +10.7% | +13.4% | +19.6% |
| 6M | -7.4% | +6.9% | -14.2% | -10.8% |
| YTD | +10.2% | -6.3% | +16.5% | +9.2% |
| 1Y | +42.5% | +13.5% | +29.1% | +33.5% |
| All | +42.5% | +12.6% | +29.9% | +33.5% |
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