+215.1%
GDXJ vs SMTC
+548.2%
-333.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.3% |
| 7D | -2.8% | +13.1% | -15.9% | -4.6% |
| 30D | +5.0% | +19.5% | -14.5% | +1.7% |
| 3M | +24.1% | +2.2% | +21.8% | +21.8% |
| 6M | -7.4% | +94.9% | -102.2% | -17.6% |
| YTD | +10.2% | +127.0% | -116.7% | -4.2% |
| 1Y | +42.5% | +174.6% | -132.0% | +20.5% |
| 3Y | +285.7% | +615.9% | -330.2% | +161.1% |
| 5Y | +231.9% | +125.6% | +106.3% | +157.6% |
| All | +215.1% | +548.2% | -333.1% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling