+42.5%
GDXJ vs EXEL
+48.5%
-6.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.6% |
| 7D | -2.8% | -4.9% | +2.1% | -1.6% |
| 30D | +5.0% | +11.4% | -6.4% | +2.4% |
| 3M | +24.1% | +4.9% | +19.2% | +22.7% |
| 6M | -7.4% | +34.4% | -41.8% | -12.5% |
| YTD | +10.2% | +28.0% | -17.8% | +4.0% |
| 1Y | +42.5% | +43.6% | -1.1% | +41.1% |
| All | +42.5% | +48.5% | -6.0% | +41.1% |
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