+215.1%
GDXJ vs SGI
+270.1%
-55.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.8% | -4.5% | +1.6% | -2.1% |
| 30D | +5.0% | +4.2% | +0.8% | +4.2% |
| 3M | +24.1% | -7.4% | +31.5% | +25.6% |
| 6M | -7.4% | -15.1% | +7.7% | -5.0% |
| YTD | +10.2% | -24.7% | +34.9% | +15.1% |
| 1Y | +42.5% | -21.8% | +64.3% | +47.9% |
| 3Y | +285.7% | +50.0% | +235.7% | +260.9% |
| 5Y | +231.9% | +48.9% | +182.9% | +201.9% |
| All | +215.1% | +270.1% | -55.0% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling