+79.5%
GDXJ vs EXEL
+713.9%
-634.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.2% | +8.4% | -8.2% | -0.5% |
| 30D | +17.9% | +4.1% | +13.8% | +17.5% |
| 3M | +15.3% | +12.4% | +2.9% | +14.2% |
| 6M | -9.4% | +41.5% | -51.0% | -11.9% |
| YTD | +13.4% | +34.6% | -21.2% | +10.7% |
| 1Y | +59.7% | +57.9% | +1.8% | +53.7% |
| 3Y | +283.6% | +159.5% | +124.1% | +251.4% |
| 5Y | +217.6% | +198.5% | +19.1% | +186.0% |
| 10Y | +225.7% | +411.4% | -185.7% | +168.1% |
| All | +79.5% | +713.9% | -634.4% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling