+220.4%
GDXJ vs XHB
+33.0%
+187.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -2.8% | -4.6% | +1.8% | -0.8% |
| 30D | +5.0% | -9.1% | +14.1% | +9.3% |
| 3M | +24.1% | -8.6% | +32.6% | +28.6% |
| 6M | -7.4% | -4.0% | -3.3% | -5.6% |
| YTD | +10.2% | -3.9% | +14.2% | +12.3% |
| 1Y | +42.5% | -16.5% | +59.0% | +52.3% |
| 3Y | +285.7% | +22.6% | +263.1% | +244.0% |
| All | +220.4% | +33.0% | +187.4% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling