+285.7%
GDXJ vs SCCO
+177.0%
+108.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -2.8% | -2.7% | -0.2% | -1.4% |
| 30D | +5.0% | -0.7% | +5.7% | +5.1% |
| 3M | +24.1% | +8.1% | +16.0% | +17.9% |
| 6M | -7.4% | +4.1% | -11.5% | -10.1% |
| YTD | +10.2% | +41.1% | -30.9% | -9.4% |
| 1Y | +42.5% | +95.6% | -53.0% | -1.1% |
| 3Y | +285.7% | +179.3% | +106.5% | +115.5% |
| All | +285.7% | +177.0% | +108.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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