+21.8%
GDXJ vs SGI
-10.7%
+32.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.8% | +2.8% | +6.1% |
| 7D | -0.2% | +12.1% | -12.2% | -5.6% |
| 30D | -7.6% | +12.1% | -19.7% | -13.0% |
| 3M | +2.3% | +0.4% | +1.8% | +1.5% |
| 6M | -7.8% | -4.0% | -3.8% | -7.4% |
| YTD | -8.4% | -21.2% | +12.9% | +1.4% |
| 1Y | +21.8% | -12.1% | +33.9% | +32.1% |
| All | +21.8% | -10.7% | +32.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling