+79.5%
GDXJ vs XRT
+515.5%
-435.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +17.9% | -4.2% | +22.0% | +19.6% |
| 3M | +15.3% | +5.1% | +10.2% | +13.2% |
| 6M | -9.4% | +2.4% | -11.9% | -10.2% |
| YTD | +13.4% | +3.2% | +10.2% | +12.2% |
| 1Y | +59.7% | +1.5% | +58.1% | +58.7% |
| 3Y | +283.6% | +40.6% | +243.0% | +238.6% |
| 5Y | +217.6% | -1.0% | +218.6% | +206.1% |
| 10Y | +225.7% | +128.4% | +97.2% | +115.1% |
| All | +79.5% | +515.5% | -435.9% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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