+79.8%
GDXJ vs XEL
+589.4%
-509.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +8.8% | -0.9% | +9.7% | +9.1% |
| 3M | +29.8% | -1.4% | +31.3% | +30.4% |
| 6M | -5.8% | -5.8% | 0.0% | -3.7% |
| YTD | +13.6% | +4.7% | +8.9% | +10.8% |
| 1Y | +54.5% | +9.1% | +45.4% | +47.5% |
| 3Y | +301.4% | +47.8% | +253.5% | +226.8% |
| 5Y | +236.3% | +29.0% | +207.3% | +190.4% |
| 10Y | +240.1% | +154.0% | +86.1% | +97.8% |
| All | +79.8% | +589.4% | -509.5% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling