+266.6%
GDXJ vs SITM
+4,789.7%
-4,523.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.3% |
| 7D | -2.8% | +3.9% | -6.7% | -3.3% |
| 30D | +5.0% | -6.6% | +11.5% | +5.6% |
| 3M | +24.1% | -11.9% | +35.9% | +24.4% |
| 6M | -7.4% | +81.1% | -88.5% | -16.2% |
| YTD | +10.2% | +80.0% | -69.8% | -1.1% |
| 1Y | +42.5% | +145.8% | -103.3% | +21.5% |
| 3Y | +285.7% | +475.9% | -190.2% | +175.2% |
| 5Y | +231.9% | +189.2% | +42.6% | +136.1% |
| All | +266.6% | +4,789.7% | -4,523.1% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling