+275.6%
GDXJ vs ESI
+224.6%
+51.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.1% |
| 7D | +0.2% | +3.3% | -3.1% | -0.4% |
| 30D | +17.9% | -5.9% | +23.7% | +19.1% |
| 3M | +15.3% | -14.1% | +29.4% | +18.4% |
| 6M | -9.4% | +6.6% | -16.0% | -10.7% |
| YTD | +13.4% | +45.0% | -31.6% | +6.2% |
| 1Y | +59.7% | +41.5% | +18.2% | +49.9% |
| 3Y | +283.6% | +78.8% | +204.8% | +242.9% |
| 5Y | +217.6% | +70.9% | +146.7% | +181.9% |
| 10Y | +225.7% | +317.1% | -91.4% | +143.9% |
| All | +275.6% | +224.6% | +51.0% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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