+79.5%
GDXJ vs EXC
+148.8%
-69.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +17.9% | -3.7% | +21.6% | +19.7% |
| 3M | +15.3% | -1.3% | +16.6% | +15.3% |
| 6M | -9.4% | -9.7% | +0.3% | -6.0% |
| YTD | +13.4% | +2.9% | +10.5% | +10.4% |
| 1Y | +59.7% | +4.4% | +55.3% | +54.2% |
| 3Y | +283.6% | +22.2% | +261.4% | +240.3% |
| 5Y | +217.6% | +46.7% | +170.9% | +158.1% |
| 10Y | +225.7% | +155.3% | +70.3% | +96.0% |
| All | +79.5% | +148.8% | -69.3% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling