+173.9%
XLE vs GDXJ
+227.5%
-53.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -4.0% | -7.4% | +3.4% | -3.3% |
| 3M | +4.6% | -11.9% | +16.5% | +5.7% |
| 6M | +12.3% | -19.3% | +31.6% | +14.1% |
| YTD | +44.5% | -8.1% | +52.7% | +42.0% |
| 1Y | +42.4% | +9.1% | +33.4% | +35.7% |
| 3Y | +67.0% | +236.2% | -169.2% | +27.8% |
| 5Y | +161.9% | +136.3% | +25.6% | +108.0% |
| 10Y | +173.9% | +256.9% | -83.0% | +106.8% |
| All | +173.9% | +227.5% | -53.7% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling