+211.8%
GDXJ vs SAN
+347.0%
-135.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -6.2% | -2.8% | -3.4% | -5.5% |
| 30D | +4.6% | -0.5% | +5.2% | +4.8% |
| 3M | +31.3% | +22.7% | +8.5% | +24.7% |
| 6M | -10.7% | +28.8% | -39.5% | -15.8% |
| YTD | +9.1% | +26.3% | -17.2% | +3.0% |
| 1Y | +44.1% | +48.8% | -4.7% | +31.2% |
| 3Y | +285.4% | +347.2% | -61.8% | +175.2% |
| 5Y | +228.4% | +383.8% | -155.4% | +124.5% |
| All | +211.8% | +347.0% | -135.2% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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