+211.8%
GDXJ vs SO
+160.7%
+51.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -6.2% | -1.1% | -5.1% | -5.8% |
| 30D | +4.6% | -3.7% | +8.4% | +6.3% |
| 3M | +31.3% | -5.9% | +37.2% | +34.2% |
| 6M | -10.7% | -7.3% | -3.3% | -8.3% |
| YTD | +9.1% | +3.1% | +6.0% | +6.8% |
| 1Y | +44.1% | -1.0% | +45.1% | +43.5% |
| 3Y | +285.4% | +43.2% | +242.1% | +224.0% |
| 5Y | +228.4% | +59.1% | +169.3% | +163.8% |
| All | +211.8% | +160.7% | +51.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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