+297.5%
GDXJ vs SFM
+83.0%
+214.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.5% |
| 7D | +0.9% | -7.2% | +8.1% | +1.3% |
| 30D | +8.8% | -14.3% | +23.1% | +9.6% |
| 3M | +29.8% | -13.7% | +43.6% | +30.6% |
| 6M | -5.8% | -6.0% | +0.2% | -6.1% |
| YTD | +13.6% | -8.2% | +21.8% | +13.3% |
| 1Y | +54.5% | -46.2% | +100.7% | +66.9% |
| All | +297.5% | +83.0% | +214.6% | +233.7% |
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