+220.4%
GDXJ vs SM
+108.4%
+112.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | +4.6% | -7.4% | -3.3% |
| 30D | +5.0% | +18.2% | -13.3% | +3.0% |
| 3M | +24.1% | +22.5% | +1.6% | +20.7% |
| 6M | -7.4% | +50.6% | -57.9% | -13.8% |
| YTD | +10.2% | +108.1% | -97.9% | -3.3% |
| 1Y | +42.5% | +46.0% | -3.5% | +32.0% |
| 3Y | +285.7% | +2.9% | +282.8% | +267.9% |
| All | +220.4% | +108.4% | +112.0% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling