+682.7%
GDXJ vs XYZ
+608.9%
+73.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -3.7% | +4.6% | +1.5% |
| 30D | +8.8% | +0.5% | +8.3% | +8.7% |
| 3M | +29.8% | +16.3% | +13.6% | +27.2% |
| 6M | -5.8% | +21.1% | -27.0% | -8.2% |
| YTD | +13.6% | +22.0% | -8.4% | +10.3% |
| 1Y | +54.5% | +5.2% | +49.3% | +52.2% |
| 3Y | +301.4% | +49.6% | +251.8% | +270.4% |
| 5Y | +236.3% | -68.4% | +304.8% | +240.8% |
| 10Y | +240.1% | +604.5% | -364.4% | +256.9% |
| All | +682.7% | +608.9% | +73.8% | +694.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling