+297.5%
GDXJ vs SM
-1.2%
+298.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +0.9% | -0.2% | +1.2% | +0.9% |
| 30D | +8.8% | +20.3% | -11.5% | +8.5% |
| 3M | +29.8% | +22.9% | +6.9% | +29.2% |
| 6M | -5.8% | +47.8% | -53.6% | -8.6% |
| YTD | +13.6% | +107.5% | -93.9% | +5.1% |
| 1Y | +54.5% | +51.7% | +2.7% | +47.9% |
| All | +297.5% | -1.2% | +298.7% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling