+242.0%
GDXJ vs EL
-68.7%
+310.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.0% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +8.8% | +13.7% | -4.9% | +5.6% |
| 3M | +29.8% | +14.5% | +15.4% | +25.9% |
| 6M | -5.8% | +7.4% | -13.2% | -8.1% |
| YTD | +13.6% | -4.7% | +18.3% | +13.1% |
| 1Y | +54.5% | +12.9% | +41.5% | +48.3% |
| 3Y | +301.4% | -32.2% | +333.6% | +323.7% |
| All | +242.0% | -68.7% | +310.8% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling