+193.4%
GDXJ vs SN
+673.1%
-479.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.3% | +3.5% | -3.2% | -0.3% |
| 30D | -7.4% | +19.4% | -26.9% | -10.2% |
| 3M | -11.9% | +20.9% | -32.8% | -14.8% |
| 6M | -19.3% | +111.1% | -130.4% | -29.0% |
| YTD | -8.1% | +102.8% | -110.9% | -19.0% |
| 1Y | +9.1% | +146.2% | -137.1% | -6.1% |
| 3Y | +236.2% | +441.4% | -205.2% | +152.1% |
| All | +193.4% | +673.1% | -479.8% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling