+221.5%
GDXJ vs SM
-3.9%
+225.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +9.4% | -17.5% | -7.9% |
| 30D | -5.5% | -14.4% | +8.9% | -5.6% |
| 3M | -14.6% | +1.6% | -16.1% | -14.8% |
| 6M | -23.2% | +6.3% | -29.6% | -23.5% |
| YTD | -13.0% | +78.8% | -91.8% | -19.1% |
| 1Y | +2.8% | +83.1% | -80.4% | -4.9% |
| 3Y | +221.5% | -5.9% | +227.4% | +200.3% |
| All | +221.5% | -3.9% | +225.4% | +200.3% |
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