+281.7%
GDXJ vs SMR
+71.3%
+210.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.4% |
| 7D | -6.2% | +4.7% | -10.9% | -6.8% |
| 30D | +4.6% | +3.2% | +1.4% | +4.1% |
| 3M | +31.3% | +9.9% | +21.4% | +29.2% |
| 6M | -10.7% | -15.1% | +4.4% | -10.3% |
| YTD | +9.1% | -27.9% | +37.0% | +10.8% |
| 1Y | +44.1% | -70.2% | +114.4% | +55.0% |
| All | +281.7% | +71.3% | +210.4% | +221.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling