+636.4%
XLV vs GDXJ
+70.7%
+565.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -3.6% | -2.8% | -0.7% | -3.4% |
| 30D | -1.8% | +5.0% | -6.8% | -2.2% |
| 3M | +7.8% | +24.1% | -16.3% | +6.0% |
| 6M | +9.1% | -7.4% | +16.5% | +9.1% |
| YTD | +7.7% | +10.2% | -2.5% | +6.2% |
| 1Y | +20.4% | +42.5% | -22.1% | +16.4% |
| 3Y | +30.8% | +285.7% | -254.9% | +17.1% |
| 5Y | +34.6% | +231.9% | -197.2% | +20.7% |
| 10Y | +173.4% | +230.0% | -56.6% | +139.9% |
| All | +636.4% | +70.7% | +565.6% | +553.4% |
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