+228.1%
GDXJ vs SIMO
+297.1%
-69.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.9% |
| 7D | +4.3% | +14.6% | -10.3% | +2.6% |
| 30D | +8.4% | +6.2% | +2.2% | +7.3% |
| 3M | +25.5% | +3.6% | +22.0% | +23.3% |
| 6M | -6.3% | +130.8% | -137.1% | -17.9% |
| YTD | +12.1% | +195.8% | -183.7% | -5.6% |
| 1Y | +51.1% | +225.0% | -174.0% | +25.2% |
| 3Y | +296.1% | +452.3% | -156.2% | +203.9% |
| 5Y | +228.1% | +303.6% | -75.5% | +152.8% |
| All | +228.1% | +297.1% | -69.0% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling