+215.1%
GDXJ vs SIMO
+605.2%
-390.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.2% | +0.1% |
| 7D | -2.8% | +11.0% | -13.8% | -4.1% |
| 30D | +5.0% | +17.9% | -12.9% | +2.5% |
| 3M | +24.1% | +3.9% | +20.2% | +21.6% |
| 6M | -7.4% | +131.0% | -138.4% | -19.5% |
| YTD | +10.2% | +209.3% | -199.1% | -8.6% |
| 1Y | +42.5% | +223.8% | -181.2% | +17.2% |
| 3Y | +285.7% | +479.2% | -193.5% | +188.9% |
| 5Y | +231.9% | +316.0% | -84.2% | +152.3% |
| All | +215.1% | +605.2% | -390.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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