+141.4%
XLC vs GDXJ
+336.6%
-195.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.6% | +4.3% | -3.7% | +0.1% |
| 30D | +0.2% | +8.4% | -8.2% | -0.8% |
| 3M | +0.6% | +25.5% | -24.9% | -2.5% |
| 6M | -4.5% | -6.3% | +1.8% | -4.6% |
| YTD | -4.7% | +12.1% | -16.8% | -7.4% |
| 1Y | -1.7% | +51.1% | -52.7% | -8.4% |
| 3Y | +72.3% | +296.1% | -223.8% | +39.1% |
| 5Y | +37.8% | +228.1% | -190.4% | +11.8% |
| All | +141.4% | +336.6% | -195.3% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling