+285.7%
GDXJ vs XYL
+15.7%
+270.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.2% |
| 30D | +5.0% | -11.9% | +16.9% | +9.6% |
| 3M | +24.1% | -1.5% | +25.6% | +23.9% |
| 6M | -7.4% | -11.9% | +4.6% | -3.9% |
| YTD | +10.2% | -20.6% | +30.8% | +16.9% |
| 1Y | +42.5% | -23.5% | +66.1% | +53.0% |
| 3Y | +285.7% | +14.9% | +270.9% | +244.7% |
| All | +285.7% | +15.7% | +270.0% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling