+37.8%
GDXJ vs SO
+497.8%
-460.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -8.1% | +1.4% | -9.4% | -8.6% |
| 30D | -5.5% | +4.7% | -10.2% | -7.7% |
| 3M | -14.6% | +1.7% | -16.3% | -15.5% |
| 6M | -23.2% | +2.2% | -25.4% | -24.6% |
| YTD | -13.0% | +10.0% | -22.9% | -17.7% |
| 1Y | +2.8% | +6.0% | -3.3% | -1.2% |
| 3Y | +221.5% | +54.1% | +167.4% | +156.1% |
| 5Y | +123.4% | +79.6% | +43.7% | +64.8% |
| 10Y | +238.2% | +195.5% | +42.7% | +83.9% |
| All | +37.8% | +497.8% | -460.0% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling