+37.8%
GDXJ vs SM
+8.5%
+29.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +9.4% | -17.5% | -9.0% |
| 30D | -5.5% | -14.4% | +8.9% | -4.5% |
| 3M | -14.6% | +1.6% | -16.1% | -15.3% |
| 6M | -23.2% | +6.3% | -29.6% | -24.8% |
| YTD | -13.0% | +78.8% | -91.8% | -20.2% |
| 1Y | +2.8% | +83.1% | -80.4% | -6.1% |
| 3Y | +221.5% | -5.9% | +227.4% | +209.1% |
| 5Y | +123.4% | +4.8% | +118.5% | +107.9% |
| 10Y | +238.2% | +17.5% | +220.6% | +159.5% |
| All | +37.8% | +8.5% | +29.2% | -26.9% |
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