+42.8%
XLP vs GDXJ
+169.6%
-126.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.6% |
| 7D | +0.1% | +16.4% | -16.3% | -0.8% |
| 30D | +8.9% | -1.2% | +10.1% | +8.9% |
| 3M | +7.5% | -3.9% | +11.4% | +7.4% |
| 6M | +9.4% | -10.2% | +19.6% | +9.8% |
| YTD | +19.3% | -0.6% | +19.9% | +18.0% |
| 1Y | +21.7% | +24.3% | -2.6% | +18.1% |
| 3Y | +44.0% | +257.4% | -213.4% | +23.3% |
| 5Y | +42.8% | +166.5% | -123.7% | +24.6% |
| All | +42.8% | +169.6% | -126.8% | +24.6% |
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