+231.2%
GDXJ vs SBAC
+114.8%
+116.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | -5.5% | +5.5% | -10.9% | -7.0% |
| 3M | -14.6% | +3.1% | -17.6% | -15.4% |
| 6M | -23.2% | -7.0% | -16.2% | -22.3% |
| YTD | -13.0% | +0.5% | -13.5% | -14.9% |
| 1Y | +2.8% | +0.2% | +2.5% | +0.5% |
| 3Y | +221.5% | -7.4% | +228.8% | +219.3% |
| 5Y | +123.4% | -39.7% | +163.1% | +151.1% |
| All | +231.2% | +114.8% | +116.4% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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