+39.2%
GDXJ vs XYL
+459.9%
-420.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +8.8% | -10.8% | +19.7% | +12.9% |
| 3M | +29.8% | -2.5% | +32.4% | +30.5% |
| 6M | -5.8% | -12.2% | +6.4% | -2.0% |
| YTD | +13.6% | -20.1% | +33.7% | +21.2% |
| 1Y | +54.5% | -20.6% | +75.1% | +65.1% |
| 3Y | +301.4% | +17.3% | +284.1% | +274.3% |
| 5Y | +236.3% | -14.5% | +250.8% | +239.7% |
| 10Y | +240.1% | +150.2% | +89.9% | +133.7% |
| All | +39.2% | +459.9% | -420.7% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling