+77.5%
GDXJ vs SGI
+1,276.1%
-1,198.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +4.3% | +9.3% | -5.0% | +2.8% |
| 30D | +8.4% | +6.9% | +1.6% | +7.2% |
| 3M | +25.5% | +2.8% | +22.7% | +24.8% |
| 6M | -6.3% | -12.6% | +6.3% | -4.4% |
| YTD | +12.1% | -21.5% | +33.6% | +16.3% |
| 1Y | +51.1% | -18.8% | +69.8% | +55.8% |
| 3Y | +296.1% | +60.8% | +235.2% | +264.4% |
| 5Y | +228.1% | +60.0% | +168.1% | +194.5% |
| 10Y | +211.8% | +267.8% | -56.0% | +131.6% |
| All | +77.5% | +1,276.1% | -1,198.6% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling