+37.8%
GDXJ vs EXEL
+851.7%
-813.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | -5.5% | +13.1% | -18.6% | -6.4% |
| 3M | -14.6% | +36.3% | -50.9% | -16.7% |
| 6M | -23.2% | +34.5% | -57.7% | -25.1% |
| YTD | -13.0% | +57.4% | -70.4% | -16.1% |
| 1Y | +2.8% | +62.9% | -60.2% | -1.2% |
| 3Y | +221.5% | +229.5% | -8.0% | +189.2% |
| 5Y | +123.4% | +281.2% | -157.8% | +97.6% |
| 10Y | +238.2% | +320.7% | -82.6% | +184.9% |
| All | +37.8% | +851.7% | -813.9% | -8.1% |
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 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