+68.7%
XLC vs GDXJ
+297.3%
-228.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | +0.9% | -2.4% | -1.5% |
| 30D | -0.9% | +8.8% | -9.7% | -1.7% |
| 3M | -0.3% | +29.8% | -30.2% | -3.0% |
| 6M | -5.2% | -5.8% | +0.6% | -5.2% |
| YTD | -5.3% | +13.6% | -18.9% | -7.6% |
| 1Y | -2.8% | +54.5% | -57.3% | -9.0% |
| All | +68.7% | +297.3% | -228.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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