+230.5%
GDXJ vs SE
+363.8%
-133.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -5.5% | -20.9% | +15.5% | -2.6% |
| 3M | -14.6% | -38.9% | +24.3% | -9.0% |
| 6M | -23.2% | -19.4% | -3.8% | -21.3% |
| YTD | -13.0% | -40.9% | +28.0% | -7.7% |
| 1Y | +2.8% | -46.2% | +48.9% | +10.1% |
| 3Y | +221.5% | +63.7% | +157.8% | +197.4% |
| 5Y | +123.4% | -77.9% | +201.3% | +144.4% |
| All | +230.5% | +363.8% | -133.3% | +177.2% |
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