+77.5%
GDXJ vs XME
+213.4%
-135.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.0% |
| 7D | +4.3% | +3.6% | +0.7% | +1.4% |
| 30D | +8.4% | +3.6% | +4.8% | +5.6% |
| 3M | +25.5% | +1.2% | +24.3% | +25.3% |
| 6M | -6.3% | +9.0% | -15.4% | -11.1% |
| YTD | +12.1% | +15.9% | -3.8% | +2.6% |
| 1Y | +51.1% | +43.2% | +7.9% | +18.1% |
| 3Y | +296.1% | +137.4% | +158.7% | +108.4% |
| 5Y | +228.1% | +185.0% | +43.1% | +46.1% |
| 10Y | +211.8% | +409.5% | -197.7% | -22.8% |
| All | +77.5% | +213.4% | -135.9% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling