+59.7%
GDXJ vs SITM
+174.8%
-115.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.0% | -3.4% |
| 7D | +0.2% | +9.7% | -9.5% | -1.1% |
| 30D | +17.9% | +12.7% | +5.2% | +15.0% |
| 3M | +15.3% | -13.4% | +28.7% | +15.9% |
| 6M | -9.4% | +59.6% | -69.1% | -16.5% |
| YTD | +13.4% | +73.3% | -59.9% | +4.1% |
| 1Y | +59.7% | +165.5% | -105.9% | +39.5% |
| All | +59.7% | +174.8% | -115.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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