+228.4%
GDXJ vs SFM
+212.1%
+16.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.9% |
| 7D | -6.2% | -8.8% | +2.5% | -5.5% |
| 30D | +4.6% | -14.5% | +19.1% | +6.0% |
| 3M | +31.3% | -16.8% | +48.1% | +33.1% |
| 6M | -10.7% | -5.3% | -5.3% | -11.0% |
| YTD | +9.1% | -9.4% | +18.4% | +8.9% |
| 1Y | +44.1% | -46.2% | +90.3% | +54.4% |
| 3Y | +285.4% | +81.3% | +204.1% | +238.5% |
| 5Y | +228.4% | +211.9% | +16.5% | +175.0% |
| All | +228.4% | +212.1% | +16.2% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling