+215.1%
GDXJ vs XOP
+58.6%
+156.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | +2.6% | -5.4% | -3.3% |
| 30D | +5.0% | +9.6% | -4.6% | +3.1% |
| 3M | +24.1% | +20.4% | +3.7% | +19.4% |
| 6M | -7.4% | +19.9% | -27.3% | -11.7% |
| YTD | +10.2% | +56.4% | -46.2% | -0.8% |
| 1Y | +42.5% | +52.4% | -9.9% | +28.8% |
| 3Y | +285.7% | +39.9% | +245.8% | +251.2% |
| 5Y | +231.9% | +163.7% | +68.1% | +170.4% |
| All | +215.1% | +58.6% | +156.5% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling