+262.7%
GDXJ vs SITM
+4,532.8%
-4,270.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.3% |
| 7D | -6.2% | +4.8% | -11.1% | -6.9% |
| 30D | +4.6% | -9.7% | +14.4% | +5.8% |
| 3M | +31.3% | -9.3% | +40.6% | +31.1% |
| 6M | -10.7% | +69.5% | -80.2% | -18.5% |
| YTD | +9.1% | +70.5% | -61.5% | -1.5% |
| 1Y | +44.1% | +145.3% | -101.1% | +22.9% |
| 3Y | +285.4% | +432.8% | -147.4% | +177.9% |
| 5Y | +228.4% | +174.0% | +54.4% | +135.4% |
| All | +262.7% | +4,532.8% | -4,270.1% | +75.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling