+277.8%
GDXJ vs SITM
+4,437.5%
-4,159.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.5% |
| 7D | +0.9% | +3.7% | -2.8% | +0.4% |
| 30D | +8.8% | -14.5% | +23.3% | +10.8% |
| 3M | +29.8% | -10.6% | +40.4% | +29.9% |
| 6M | -5.8% | +65.5% | -71.4% | -13.8% |
| YTD | +13.6% | +67.0% | -53.4% | +2.9% |
| 1Y | +54.5% | +138.6% | -84.1% | +32.2% |
| 3Y | +301.4% | +421.8% | -120.4% | +190.3% |
| 5Y | +236.3% | +172.4% | +63.9% | +141.2% |
| All | +277.8% | +4,437.5% | -4,159.7% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling