+81.8%
XLI vs GDXJ
+229.9%
-148.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -1.7% | -2.8% | +1.2% | -1.3% |
| 30D | -7.3% | +5.0% | -12.2% | -8.1% |
| 3M | -1.3% | +24.1% | -25.4% | -4.8% |
| 6M | +2.2% | -7.4% | +9.6% | +2.2% |
| YTD | +11.7% | +10.2% | +1.5% | +8.4% |
| 1Y | +14.3% | +42.5% | -28.3% | +6.3% |
| 3Y | +70.3% | +285.7% | -215.4% | +32.3% |
| All | +81.8% | +229.9% | -148.1% | +41.4% |
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