+248.3%
GDXJ vs SN
+453.9%
-205.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.3% |
| 7D | -6.2% | -7.2% | +1.0% | -5.0% |
| 30D | +4.6% | -13.4% | +18.0% | +7.3% |
| 3M | +31.3% | +26.8% | +4.5% | +26.1% |
| 6M | -10.7% | +44.6% | -55.3% | -16.3% |
| YTD | +9.1% | +45.3% | -36.2% | +2.0% |
| 1Y | +44.1% | +40.1% | +4.0% | +34.8% |
| 3Y | +285.4% | +375.3% | -89.9% | +204.5% |
| All | +248.3% | +453.9% | -205.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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