+223.4%
GDXJ vs SO
+50.9%
+172.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -10.0% | +4.9% | -14.9% | -11.5% |
| 3M | -16.6% | +0.8% | -17.4% | -17.0% |
| 6M | -23.3% | +0.6% | -23.9% | -24.0% |
| YTD | -12.4% | +8.7% | -21.1% | -16.3% |
| 1Y | +0.5% | +4.0% | -3.5% | -1.9% |
| All | +223.4% | +50.9% | +172.5% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling