+79.5%
GDXJ vs SM
+20.8%
+58.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +17.9% | +26.3% | -8.5% | +15.0% |
| 3M | +15.3% | +8.7% | +6.6% | +13.7% |
| 6M | -9.4% | +51.7% | -61.1% | -14.7% |
| YTD | +13.4% | +99.0% | -85.6% | +3.5% |
| 1Y | +59.7% | +34.6% | +25.1% | +51.6% |
| 3Y | +283.6% | -7.8% | +291.3% | +272.0% |
| 5Y | +217.6% | +104.8% | +112.8% | +177.1% |
| 10Y | +225.7% | +7.2% | +218.4% | +159.8% |
| All | +79.5% | +20.8% | +58.7% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling