+123.6%
GDXJ vs EXEL
+281.2%
-157.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | -5.5% | +13.1% | -18.6% | -7.1% |
| 3M | -14.6% | +36.3% | -50.9% | -18.1% |
| 6M | -23.2% | +34.5% | -57.7% | -26.3% |
| YTD | -13.0% | +57.4% | -70.4% | -18.2% |
| 1Y | +2.8% | +62.9% | -60.2% | -3.6% |
| 3Y | +221.5% | +229.5% | -8.0% | +162.2% |
| All | +123.6% | +281.2% | -157.6% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling