+42.5%
GDXJ vs XME
+34.9%
+7.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +2.2% |
| 7D | -2.8% | -4.2% | +1.4% | +2.0% |
| 30D | +5.0% | -2.7% | +7.7% | +8.2% |
| 3M | +24.1% | -3.9% | +28.0% | +30.1% |
| 6M | -7.4% | -1.0% | -6.4% | -6.0% |
| YTD | +10.2% | +9.8% | +0.4% | +3.6% |
| 1Y | +42.5% | +32.5% | +10.0% | +11.5% |
| All | +42.5% | +34.9% | +7.7% | +11.5% |
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