+59.7%
GDXJ vs XYL
-23.4%
+83.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | +0.2% | -5.0% | +5.2% | +2.5% |
| 30D | +17.9% | -13.2% | +31.1% | +25.0% |
| 3M | +15.3% | -3.7% | +19.0% | +15.2% |
| 6M | -9.4% | -17.7% | +8.2% | -4.5% |
| YTD | +13.4% | -21.5% | +34.9% | +16.1% |
| 1Y | +59.7% | -24.5% | +84.2% | +66.8% |
| All | +59.7% | -23.4% | +83.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling