+79.5%
GDXJ vs SIMO
+11,199.1%
-11,119.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -3.6% |
| 7D | +0.2% | +4.2% | -4.1% | -0.4% |
| 30D | +17.9% | +4.1% | +13.8% | +16.7% |
| 3M | +15.3% | -12.9% | +28.2% | +15.8% |
| 6M | -9.4% | +110.3% | -119.8% | -19.9% |
| YTD | +13.4% | +178.6% | -165.2% | -3.6% |
| 1Y | +59.7% | +220.0% | -160.3% | +33.0% |
| 3Y | +283.6% | +409.0% | -125.5% | +197.4% |
| 5Y | +217.6% | +277.3% | -59.7% | +149.0% |
| 10Y | +225.7% | +506.6% | -281.0% | +131.6% |
| All | +79.5% | +11,199.1% | -11,119.6% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling