+530.7%
XLF vs GDXJ
+76.0%
+454.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -1.0% | +0.9% | -2.0% | -1.1% |
| 30D | -1.3% | +8.8% | -10.1% | -2.1% |
| 3M | +9.1% | +29.8% | -20.7% | +6.5% |
| 6M | +14.4% | -5.8% | +20.2% | +14.2% |
| YTD | +5.1% | +13.6% | -8.5% | +2.9% |
| 1Y | +8.6% | +54.5% | -45.8% | +3.4% |
| 3Y | +74.4% | +301.4% | -226.9% | +51.4% |
| 5Y | +64.4% | +236.3% | -172.0% | +43.0% |
| 10Y | +251.6% | +240.1% | +11.5% | +197.1% |
| All | +530.7% | +76.0% | +454.7% | +446.8% |
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