+221.5%
GDXJ vs SFM
+27.3%
+194.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -8.1% | +6.0% | -14.1% | -8.4% |
| 30D | -5.5% | -19.5% | +14.0% | -4.6% |
| 3M | -14.6% | -37.0% | +22.5% | -12.8% |
| 6M | -23.2% | -41.0% | +17.8% | -21.5% |
| YTD | -13.0% | -34.6% | +21.7% | -11.9% |
| 1Y | +2.8% | -36.3% | +39.0% | +4.3% |
| 3Y | +221.5% | +24.5% | +196.9% | +205.6% |
| All | +221.5% | +27.3% | +194.1% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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