+220.4%
GDXJ vs SNY
+9.4%
+211.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | +5.0% | -2.2% | +7.1% | +5.5% |
| 3M | +24.1% | -3.0% | +27.1% | +24.8% |
| 6M | -7.4% | +2.7% | -10.1% | -8.1% |
| YTD | +10.2% | -6.8% | +17.1% | +11.9% |
| 1Y | +42.5% | -5.3% | +47.8% | +43.8% |
| 3Y | +285.7% | -9.8% | +295.5% | +287.0% |
| All | +220.4% | +9.4% | +211.0% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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