+236.3%
GDXJ vs EXC
+46.0%
+190.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +8.8% | -0.9% | +9.7% | +9.1% |
| 3M | +29.8% | -2.7% | +32.5% | +30.7% |
| 6M | -5.8% | -9.4% | +3.6% | -2.7% |
| YTD | +13.6% | +3.0% | +10.6% | +10.7% |
| 1Y | +54.5% | +5.1% | +49.3% | +48.8% |
| 3Y | +301.4% | +20.6% | +280.8% | +256.5% |
| 5Y | +236.3% | +45.7% | +190.6% | +173.8% |
| All | +236.3% | +46.0% | +190.4% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling