+215.1%
GDXJ vs SBAC
+87.1%
+128.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | +5.0% | +2.0% | +3.0% | +4.3% |
| 3M | +24.1% | -8.3% | +32.4% | +26.6% |
| 6M | -7.4% | +0.3% | -7.7% | -9.0% |
| YTD | +10.2% | -2.2% | +12.4% | +8.8% |
| 1Y | +42.5% | -4.6% | +47.2% | +41.7% |
| 3Y | +285.7% | -8.3% | +294.0% | +283.8% |
| 5Y | +231.9% | -42.8% | +274.7% | +279.1% |
| All | +215.1% | +87.1% | +128.0% | +196.6% |
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