+79.5%
GDXJ vs SBAC
+566.4%
-486.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +17.9% | +6.9% | +10.9% | +15.1% |
| 3M | +15.3% | -8.2% | +23.5% | +17.9% |
| 6M | -9.4% | -1.6% | -7.8% | -10.8% |
| YTD | +13.4% | -0.1% | +13.5% | +10.6% |
| 1Y | +59.7% | -0.5% | +60.1% | +55.6% |
| 3Y | +283.6% | -9.1% | +292.6% | +280.6% |
| 5Y | +217.6% | -43.8% | +261.4% | +273.7% |
| 10Y | +225.7% | +80.5% | +145.1% | +121.9% |
| All | +79.5% | +566.4% | -486.8% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling