+211.8%
GDXJ vs EXEL
+386.3%
-174.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.9% |
| 7D | -6.2% | -2.9% | -3.3% | -6.0% |
| 30D | +4.6% | +11.9% | -7.2% | +3.9% |
| 3M | +31.3% | +9.2% | +22.0% | +30.5% |
| 6M | -10.7% | +39.1% | -49.8% | -12.4% |
| YTD | +9.1% | +31.0% | -22.0% | +7.2% |
| 1Y | +44.1% | +52.3% | -8.2% | +40.6% |
| 3Y | +285.4% | +159.7% | +125.6% | +261.2% |
| 5Y | +228.4% | +187.7% | +40.7% | +204.6% |
| All | +211.8% | +386.3% | -174.5% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling