+220.4%
GDXJ vs SGI
+47.3%
+173.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -2.8% | -4.5% | +1.6% | -1.6% |
| 30D | +5.0% | +4.2% | +0.8% | +3.8% |
| 3M | +24.1% | -7.4% | +31.5% | +26.4% |
| 6M | -7.4% | -15.1% | +7.7% | -3.7% |
| YTD | +10.2% | -24.7% | +34.9% | +17.9% |
| 1Y | +42.5% | -21.8% | +64.3% | +50.9% |
| 3Y | +285.7% | +50.0% | +235.7% | +245.9% |
| All | +220.4% | +47.3% | +173.1% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling