+21.8%
GDXJ vs EXEL
+92.4%
-70.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.4% |
| 7D | -0.2% | +9.8% | -9.9% | -3.8% |
| 30D | -7.6% | +23.6% | -31.2% | -15.4% |
| 3M | +2.3% | +29.9% | -27.6% | -8.4% |
| 6M | -7.8% | +64.7% | -72.5% | -25.4% |
| YTD | -8.4% | +66.0% | -74.4% | -27.3% |
| 1Y | +21.8% | +92.0% | -70.2% | -8.9% |
| All | +21.8% | +92.4% | -70.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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