+281.7%
GDXJ vs XYZ
+46.5%
+235.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -6.2% | -5.2% | -1.1% | -5.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +31.3% | +18.7% | +12.6% | +26.4% |
| 6M | -10.7% | +20.5% | -31.2% | -14.2% |
| YTD | +9.1% | +21.5% | -12.4% | +4.0% |
| 1Y | +44.1% | +7.2% | +36.9% | +39.5% |
| All | +281.7% | +46.5% | +235.1% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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