+21.8%
GDXJ vs EXC
+1.0%
+20.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.9% |
| 7D | -0.2% | +3.3% | -3.5% | +0.4% |
| 30D | -7.6% | +13.3% | -20.9% | -5.6% |
| 3M | +2.3% | +1.8% | +0.4% | +2.3% |
| 6M | -7.8% | +1.1% | -8.9% | -7.5% |
| YTD | -8.4% | +9.0% | -17.4% | -3.4% |
| 1Y | +21.8% | +3.4% | +18.4% | +34.6% |
| All | +21.8% | +1.0% | +20.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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