+21.8%
GDXJ vs XME
+5.2%
+16.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +10.8% |
| 7D | -0.2% | -5.5% | +5.3% | +6.6% |
| 30D | -7.6% | -11.1% | +3.5% | +6.3% |
| 3M | +2.3% | -11.1% | +13.4% | +17.9% |
| 6M | -7.8% | -18.0% | +10.2% | +16.6% |
| YTD | -8.4% | -7.4% | -1.0% | +6.1% |
| 1Y | +21.8% | +6.7% | +15.1% | +22.8% |
| All | +21.8% | +5.2% | +16.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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