+77.5%
GDXJ vs SMTC
+913.2%
-835.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.1% | -2.8% |
| 7D | +4.3% | +22.9% | -18.6% | +0.5% |
| 30D | +8.4% | +16.6% | -8.2% | +4.9% |
| 3M | +25.5% | +2.4% | +23.1% | +22.9% |
| 6M | -6.3% | +98.3% | -104.6% | -18.6% |
| YTD | +12.1% | +120.7% | -108.6% | -4.4% |
| 1Y | +51.1% | +168.3% | -117.2% | +24.3% |
| 3Y | +296.1% | +571.7% | -275.6% | +150.7% |
| 5Y | +228.1% | +114.0% | +114.1% | +147.8% |
| 10Y | +211.8% | +497.0% | -285.2% | +72.2% |
| All | +77.5% | +913.2% | -835.7% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling