+46.0%
XOM vs GDXJ
+58.9%
-13.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.9% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +5.9% | +17.9% | -12.0% | +7.2% |
| 3M | +5.6% | +15.3% | -9.7% | +7.2% |
| 6M | +7.9% | -9.4% | +17.3% | +9.9% |
| YTD | +35.2% | +13.4% | +21.8% | +37.9% |
| 1Y | +46.0% | +59.7% | -13.7% | +58.1% |
| All | +46.0% | +58.9% | -13.0% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling