+19.1%
GDXJ vs SARO
-6.5%
+25.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | +3.8% | +6.3% | -2.5% | +0.7% |
| 30D | -7.7% | +20.8% | -28.5% | -16.4% |
| 3M | -4.3% | -18.4% | +14.1% | +6.9% |
| 6M | -7.4% | +0.8% | -8.2% | -10.4% |
| YTD | -7.9% | -11.8% | +3.9% | -4.1% |
| 1Y | +19.1% | -7.3% | +26.4% | +20.7% |
| All | +19.1% | -6.5% | +25.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling