+861.8%
XLY vs GDXJ
+70.7%
+791.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -1.7% | -2.8% | +1.1% | -1.4% |
| 30D | -4.2% | +5.0% | -9.1% | -4.7% |
| 3M | -2.7% | +24.1% | -26.7% | -5.0% |
| 6M | -0.6% | -7.4% | +6.7% | -0.6% |
| YTD | -5.0% | +10.2% | -15.2% | -6.9% |
| 1Y | -4.1% | +42.5% | -46.6% | -8.5% |
| 3Y | +33.6% | +285.7% | -252.1% | +14.5% |
| 5Y | +28.7% | +231.9% | -203.1% | +10.5% |
| 10Y | +219.6% | +230.0% | -10.4% | +167.8% |
| All | +861.8% | +70.7% | +791.0% | +715.8% |
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