+102.9%
XLP vs GDXJ
+208.5%
-105.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -1.3% | +8.4% | -9.7% | -1.9% |
| 3M | +1.8% | +25.5% | -23.7% | -0.1% |
| 6M | -0.8% | -6.3% | +5.5% | -0.8% |
| YTD | +9.5% | +12.1% | -2.6% | +7.6% |
| 1Y | +7.2% | +51.1% | -43.9% | +2.4% |
| 3Y | +27.1% | +296.1% | -268.9% | +10.6% |
| 5Y | +32.0% | +228.1% | -196.1% | +15.3% |
| 10Y | +102.9% | +211.8% | -108.9% | +78.0% |
| All | +102.9% | +208.5% | -105.6% | +78.0% |
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