+215.1%
GDXJ vs SAP
+176.2%
+38.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | +5.0% | +1.1% | +3.9% | +4.6% |
| 3M | +24.1% | +26.1% | -2.0% | +13.6% |
| 6M | -7.4% | +9.8% | -17.1% | -11.4% |
| YTD | +10.2% | -13.6% | +23.8% | +14.4% |
| 1Y | +42.5% | -18.7% | +61.2% | +51.0% |
| 3Y | +285.7% | +54.1% | +231.6% | +209.4% |
| 5Y | +231.9% | +54.7% | +177.1% | +156.5% |
| All | +215.1% | +176.2% | +38.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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