+215.1%
GDXJ vs XPO
+1,516.3%
-1,301.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -5.7% | +2.8% | -2.0% |
| 30D | +5.0% | -12.8% | +17.8% | +6.9% |
| 3M | +24.1% | -20.0% | +44.0% | +27.7% |
| 6M | -7.4% | -6.0% | -1.3% | -6.8% |
| YTD | +10.2% | +34.0% | -23.8% | +5.8% |
| 1Y | +42.5% | +35.6% | +7.0% | +36.3% |
| 3Y | +285.7% | +152.3% | +133.4% | +228.0% |
| 5Y | +231.9% | +264.4% | -32.5% | +157.1% |
| All | +215.1% | +1,516.3% | -1,301.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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