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  • GDXJ vs SIMO✓SelectedUSD · SIMOGDXJ vs SIMO performance historyLatest closeAs of-2.49%09/04
Stock and ETF performance explorer

GDXJ vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.5%
SIMO return
+11,199.1%
Excess return
-11,119.6%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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