+0.5%
GDXJ vs SIMO
+92.3%
-91.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.4% |
| 7D | -4.9% | +14.9% | -19.8% | -6.3% |
| 30D | -10.0% | -27.0% | +17.0% | -7.3% |
| 3M | -16.6% | -25.4% | +8.8% | -14.6% |
| 6M | -23.3% | -30.3% | +7.0% | -21.5% |
| YTD | -12.4% | +95.8% | -108.2% | -25.1% |
| 1Y | +0.5% | +100.0% | -99.6% | -15.5% |
| All | +0.5% | +92.3% | -91.8% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling