+287.3%
XLE vs GDXJ
+34.8%
+252.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.4% | -8.1% | +13.5% | +6.6% |
| 30D | -3.9% | -5.5% | +1.5% | -3.5% |
| 3M | +7.0% | -14.6% | +21.6% | +8.7% |
| 6M | +14.2% | -23.2% | +37.4% | +16.9% |
| YTD | +48.2% | -13.0% | +61.1% | +46.5% |
| 1Y | +47.7% | +2.8% | +44.9% | +41.7% |
| 3Y | +70.0% | +221.5% | -151.5% | +30.7% |
| 5Y | +169.1% | +123.4% | +45.8% | +116.1% |
| 10Y | +180.7% | +238.2% | -57.4% | +97.9% |
| All | +287.3% | +34.8% | +252.5% | +194.8% |
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 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