+285.7%
GDXJ vs XEL
+46.5%
+239.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +5.0% | -3.9% | +8.9% | +6.2% |
| 3M | +24.1% | -2.8% | +26.9% | +25.0% |
| 6M | -7.4% | -5.4% | -2.0% | -6.0% |
| YTD | +10.2% | +3.8% | +6.5% | +9.0% |
| 1Y | +42.5% | +6.8% | +35.7% | +39.8% |
| 3Y | +285.7% | +45.6% | +240.1% | +240.9% |
| All | +285.7% | +46.5% | +239.2% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling