+314.2%
GDXJ vs SE
+562.7%
-248.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -6.2% | -4.8% | -1.4% | -5.6% |
| 30D | +4.6% | -18.1% | +22.8% | +7.3% |
| 3M | +31.3% | +30.6% | +0.6% | +26.5% |
| 6M | -10.7% | +20.8% | -31.5% | -13.1% |
| YTD | +9.1% | -15.6% | +24.7% | +10.5% |
| 1Y | +44.1% | -44.2% | +88.3% | +52.8% |
| 3Y | +285.4% | +181.5% | +103.8% | +232.9% |
| 5Y | +228.4% | -66.9% | +295.3% | +240.6% |
| All | +314.2% | +562.7% | -248.5% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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