+297.5%
GDXJ vs SBAC
-8.7%
+306.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | +8.8% | +3.9% | +5.0% | +8.0% |
| 3M | +29.8% | -8.2% | +38.0% | +31.9% |
| 6M | -5.8% | -2.8% | -3.0% | -5.6% |
| YTD | +13.6% | -1.5% | +15.1% | +12.8% |
| 1Y | +54.5% | 0.0% | +54.5% | +52.3% |
| All | +297.5% | -8.7% | +306.3% | +318.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling