+77.5%
GDXJ vs XHB
+672.2%
-594.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.2% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +8.4% | -9.1% | +17.5% | +12.7% |
| 3M | +25.5% | -2.3% | +27.8% | +26.6% |
| 6M | -6.3% | -4.1% | -2.2% | -4.6% |
| YTD | +12.1% | -1.7% | +13.8% | +13.1% |
| 1Y | +51.1% | -15.1% | +66.2% | +60.7% |
| 3Y | +296.1% | +26.8% | +269.2% | +250.9% |
| 5Y | +228.1% | +37.3% | +190.8% | +175.0% |
| 10Y | +211.8% | +205.7% | +6.1% | +80.3% |
| All | +77.5% | +672.2% | -594.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling