+79.5%
GDXJ vs SAN
+115.3%
-35.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +0.2% | +1.8% | -1.6% | -0.2% |
| 30D | +17.9% | +2.0% | +15.9% | +17.3% |
| 3M | +15.3% | +19.7% | -4.4% | +10.4% |
| 6M | -9.4% | +30.6% | -40.1% | -14.9% |
| YTD | +13.4% | +28.8% | -15.4% | +6.6% |
| 1Y | +59.7% | +57.8% | +1.9% | +43.2% |
| 3Y | +283.6% | +338.1% | -54.6% | +168.8% |
| 5Y | +217.6% | +384.2% | -166.6% | +112.2% |
| 10Y | +225.7% | +353.1% | -127.5% | +104.0% |
| All | +79.5% | +115.3% | -35.7% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling