+44.1%
GDXJ vs SM
+51.5%
-7.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.9% |
| 7D | -6.2% | +2.1% | -8.4% | -5.8% |
| 30D | +4.6% | +18.1% | -13.5% | +7.9% |
| 3M | +31.3% | +17.0% | +14.3% | +36.3% |
| 6M | -10.7% | +55.4% | -66.1% | -6.0% |
| YTD | +9.1% | +108.6% | -99.5% | +11.4% |
| 1Y | +44.1% | +45.7% | -1.5% | +39.1% |
| All | +44.1% | +51.5% | -7.4% | +39.1% |
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