+262.2%
GDXJ vs SN
+490.7%
-228.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | +0.2% | -9.3% | +9.5% | +1.9% |
| 30D | +17.9% | -4.8% | +22.7% | +18.9% |
| 3M | +15.3% | +40.4% | -25.1% | +8.8% |
| 6M | -9.4% | +50.9% | -60.4% | -15.9% |
| YTD | +13.4% | +54.9% | -41.5% | +4.9% |
| 1Y | +59.7% | +43.0% | +16.6% | +48.4% |
| 3Y | +283.6% | +391.8% | -108.3% | +199.8% |
| All | +262.2% | +490.7% | -228.5% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling