+72.7%
GDXJ vs SCCO
+1,027.2%
-954.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.2% | +0.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.5% |
| 3M | +31.3% | +17.8% | +13.5% | +19.6% |
| 6M | -10.7% | +2.3% | -12.9% | -11.7% |
| YTD | +9.1% | +41.6% | -32.5% | -10.1% |
| 1Y | +44.1% | +101.9% | -57.8% | -2.2% |
| 3Y | +285.4% | +186.2% | +99.2% | +108.3% |
| 5Y | +228.4% | +309.7% | -81.3% | +42.1% |
| 10Y | +226.5% | +1,094.2% | -867.7% | -33.6% |
| All | +72.7% | +1,027.2% | -954.5% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling