+2.8%
GDXJ vs SO
+5.1%
-2.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.5% |
| 7D | -8.1% | +1.4% | -9.4% | -8.0% |
| 30D | -5.5% | +4.7% | -10.2% | -5.2% |
| 3M | -14.6% | +1.7% | -16.3% | -14.7% |
| 6M | -23.2% | +2.2% | -25.4% | -23.7% |
| YTD | -13.0% | +10.0% | -22.9% | -11.6% |
| 1Y | +2.8% | +6.0% | -3.3% | +9.7% |
| All | +2.8% | +5.1% | -2.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling