+79.5%
GDXJ vs SAP
+493.3%
-413.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +0.2% | -2.9% | +3.1% | +1.3% |
| 30D | +17.9% | +9.0% | +8.8% | +14.2% |
| 3M | +15.3% | +14.9% | +0.4% | +8.8% |
| 6M | -9.4% | +11.9% | -21.3% | -14.4% |
| YTD | +13.4% | -9.9% | +23.3% | +15.5% |
| 1Y | +59.7% | -19.5% | +79.2% | +69.4% |
| 3Y | +283.6% | +61.8% | +221.8% | +201.5% |
| 5Y | +217.6% | +56.2% | +161.4% | +147.2% |
| 10Y | +225.7% | +180.6% | +45.1% | +92.0% |
| All | +79.5% | +493.3% | -413.8% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling