+285.7%
GDXJ vs SAN
+352.3%
-66.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -0.1% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | +5.0% | +0.9% | +4.0% | +4.5% |
| 3M | +24.1% | +19.1% | +5.0% | +14.2% |
| 6M | -7.4% | +33.2% | -40.5% | -18.4% |
| YTD | +10.2% | +29.1% | -18.9% | -2.6% |
| 1Y | +42.5% | +50.2% | -7.7% | +19.0% |
| 3Y | +285.7% | +351.0% | -65.3% | +121.1% |
| All | +285.7% | +352.3% | -66.6% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling