+59.7%
GDXJ vs MXL
+316.6%
-256.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -3.0% |
| 7D | +0.2% | +1.6% | -1.5% | 0.0% |
| 30D | +17.9% | -7.0% | +24.9% | +18.2% |
| 3M | +15.3% | -33.4% | +48.7% | +16.7% |
| 6M | -9.4% | +260.2% | -269.6% | -32.6% |
| YTD | +13.4% | +260.0% | -246.6% | -15.5% |
| 1Y | +59.7% | +303.5% | -243.8% | +12.5% |
| All | +59.7% | +316.6% | -256.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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