+42.5%
GDXJ vs SMR
-75.4%
+118.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.7% | +16.7% | +4.7% |
| 7D | -2.8% | -11.2% | +8.4% | -0.9% |
| 30D | +5.0% | -10.2% | +15.2% | +6.5% |
| 3M | +24.1% | -10.0% | +34.1% | +24.3% |
| 6M | -7.4% | -30.5% | +23.1% | -2.8% |
| YTD | +10.2% | -39.2% | +49.5% | +18.5% |
| 1Y | +42.5% | -75.5% | +118.1% | +78.4% |
| All | +42.5% | -75.4% | +118.0% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling