+411.6%
XLU vs GDXJ
+70.7%
+340.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -1.3% |
| 30D | -3.3% | +5.0% | -8.3% | -3.9% |
| 3M | -3.2% | +24.1% | -27.2% | -5.5% |
| 6M | -7.0% | -7.4% | +0.4% | -7.0% |
| YTD | +0.6% | +10.2% | -9.6% | -1.6% |
| 1Y | +2.4% | +42.5% | -40.1% | -2.7% |
| 3Y | +46.3% | +285.7% | -239.5% | +24.5% |
| 5Y | +44.0% | +231.9% | -187.9% | +22.8% |
| 10Y | +140.1% | +230.0% | -89.9% | +97.5% |
| All | +411.6% | +70.7% | +340.9% | +308.2% |
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