+34.1%
XLP vs GDXJ
+222.2%
-188.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -0.9% | +17.9% | -18.7% | -1.9% |
| 3M | +3.8% | +15.3% | -11.5% | +2.7% |
| 6M | -1.7% | -9.4% | +7.7% | -1.3% |
| YTD | +10.3% | +13.4% | -3.1% | +8.4% |
| 1Y | +7.8% | +59.7% | -51.9% | +2.5% |
| 3Y | +27.2% | +283.6% | -256.4% | +9.1% |
| All | +34.1% | +222.2% | -188.1% | +14.3% |
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