+35.5%
XLV vs GDXJ
+229.9%
-194.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -3.6% | -2.8% | -0.7% | -3.3% |
| 30D | -1.8% | +5.0% | -6.8% | -2.3% |
| 3M | +7.8% | +24.1% | -16.3% | +5.6% |
| 6M | +9.1% | -7.4% | +16.5% | +9.2% |
| YTD | +7.7% | +10.2% | -2.5% | +5.7% |
| 1Y | +20.4% | +42.5% | -22.1% | +14.9% |
| 3Y | +30.8% | +285.7% | -254.9% | +10.2% |
| All | +35.5% | +229.9% | -194.5% | +15.0% |
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 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