+228.4%
GDXJ vs XME
+167.8%
+60.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -0.8% |
| 7D | -6.2% | -3.0% | -3.2% | -3.7% |
| 30D | +4.6% | -2.6% | +7.2% | +7.2% |
| 3M | +31.3% | +2.2% | +29.1% | +29.8% |
| 6M | -10.7% | +0.7% | -11.4% | -9.9% |
| YTD | +9.1% | +10.9% | -1.8% | +3.4% |
| 1Y | +44.1% | +35.7% | +8.4% | +17.8% |
| 3Y | +285.4% | +127.1% | +158.3% | +111.5% |
| 5Y | +228.4% | +168.5% | +59.9% | +63.7% |
| All | +228.4% | +167.8% | +60.6% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling