+2.8%
GDXJ vs SM
+84.2%
-81.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +9.4% | -17.5% | -5.8% |
| 30D | -5.5% | -14.4% | +8.9% | -7.9% |
| 3M | -14.6% | +1.6% | -16.1% | -13.1% |
| 6M | -23.2% | +6.3% | -29.6% | -19.9% |
| YTD | -13.0% | +78.8% | -91.8% | -13.5% |
| 1Y | +2.8% | +83.1% | -80.4% | +1.3% |
| All | +2.8% | +84.2% | -81.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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