+281.7%
GDXJ vs XME
+124.3%
+157.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -0.5% |
| 7D | -6.2% | -3.0% | -3.2% | -3.4% |
| 30D | +4.6% | -2.6% | +7.2% | +7.4% |
| 3M | +31.3% | +2.2% | +29.1% | +29.4% |
| 6M | -10.7% | +0.7% | -11.4% | -10.2% |
| YTD | +9.1% | +10.9% | -1.8% | +2.8% |
| 1Y | +44.1% | +35.7% | +8.4% | +16.3% |
| All | +281.7% | +124.3% | +157.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling