+285.6%
GDXJ vs SFM
+132.6%
+153.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.9% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +17.9% | -4.4% | +22.2% | +18.4% |
| 3M | +15.3% | +1.5% | +13.8% | +14.6% |
| 6M | -9.4% | +6.5% | -15.9% | -11.2% |
| YTD | +13.4% | +2.2% | +11.2% | +11.5% |
| 1Y | +59.7% | -41.9% | +101.5% | +70.3% |
| 3Y | +283.6% | +106.8% | +176.8% | +227.1% |
| 5Y | +217.6% | +231.6% | -14.0% | +144.7% |
| 10Y | +225.7% | +258.4% | -32.8% | +131.9% |
| All | +285.6% | +132.6% | +153.0% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling