+319.4%
XOM vs GDXJ
+76.0%
+243.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +3.4% | +8.8% | -5.4% | +2.3% |
| 3M | +11.0% | +29.8% | -18.8% | +7.2% |
| 6M | +10.6% | -5.8% | +16.4% | +10.1% |
| YTD | +39.2% | +13.6% | +25.6% | +34.8% |
| 1Y | +52.7% | +54.5% | -1.7% | +41.6% |
| 3Y | +56.8% | +301.4% | -244.6% | +26.7% |
| 5Y | +261.8% | +236.3% | +25.4% | +195.0% |
| 10Y | +191.3% | +240.1% | -48.8% | +126.3% |
| All | +319.4% | +76.0% | +243.5% | +228.1% |
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 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