+225.7%
XLE vs GDXJ
+225.9%
-0.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.5% |
| 30D | +12.6% | +8.4% | +4.2% | +11.3% |
| 3M | +11.8% | +25.5% | -13.7% | +7.9% |
| 6M | +16.1% | -6.3% | +22.4% | +16.2% |
| YTD | +46.9% | +12.1% | +34.8% | +40.8% |
| 1Y | +53.3% | +51.1% | +2.2% | +37.1% |
| 3Y | +54.9% | +296.1% | -241.1% | +6.1% |
| 5Y | +225.7% | +228.1% | -2.4% | +135.3% |
| All | +225.7% | +225.9% | -0.2% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling