+192.9%
XOM vs GDXJ
+237.3%
-44.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +4.1% | -2.8% | +6.9% | +4.4% |
| 30D | +4.6% | +5.0% | -0.4% | +3.9% |
| 3M | +14.0% | +24.1% | -10.1% | +10.7% |
| 6M | +11.0% | -7.4% | +18.3% | +10.7% |
| YTD | +40.7% | +10.2% | +30.5% | +36.5% |
| 1Y | +52.3% | +42.5% | +9.8% | +41.9% |
| 3Y | +60.5% | +285.7% | -225.3% | +26.8% |
| 5Y | +266.4% | +231.9% | +34.6% | +191.4% |
| All | +192.9% | +237.3% | -44.4% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling