+38.6%
GDXJ vs SIMO
+7,841.1%
-7,802.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.4% |
| 7D | -4.9% | +14.9% | -19.8% | -6.6% |
| 30D | -10.0% | -27.0% | +17.0% | -7.0% |
| 3M | -16.6% | -25.4% | +8.8% | -14.6% |
| 6M | -23.3% | -30.3% | +7.0% | -21.7% |
| YTD | -12.4% | +95.8% | -108.2% | -23.0% |
| 1Y | +0.5% | +100.0% | -99.6% | -11.9% |
| 3Y | +220.5% | +238.3% | -17.8% | +159.0% |
| 5Y | +124.7% | +187.6% | -62.8% | +80.7% |
| 10Y | +240.2% | +422.5% | -182.3% | +145.1% |
| All | +38.6% | +7,841.1% | -7,802.5% | -38.8% |
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 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