+79.5%
GDXJ vs EL
+447.9%
-368.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.2% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +17.9% | +19.8% | -2.0% | +12.7% |
| 3M | +15.3% | +25.7% | -10.4% | +9.0% |
| 6M | -9.4% | +5.4% | -14.9% | -11.4% |
| YTD | +13.4% | +0.2% | +13.2% | +11.6% |
| 1Y | +59.7% | +20.4% | +39.2% | +50.1% |
| 3Y | +283.6% | -32.1% | +315.7% | +296.8% |
| 5Y | +217.6% | -67.2% | +284.8% | +292.0% |
| 10Y | +225.7% | +31.7% | +193.9% | +149.1% |
| All | +79.5% | +447.9% | -368.3% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling