+285.7%
GDXJ vs SONY
+42.2%
+243.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | -2.8% | -2.7% | -0.1% | -1.9% |
| 30D | +5.0% | +1.5% | +3.4% | +4.2% |
| 3M | +24.1% | +13.0% | +11.1% | +17.9% |
| 6M | -7.4% | +11.2% | -18.6% | -11.5% |
| YTD | +10.2% | -6.6% | +16.9% | +11.1% |
| 1Y | +42.5% | -18.1% | +60.7% | +49.1% |
| 3Y | +285.7% | +42.1% | +243.6% | +242.5% |
| All | +285.7% | +42.2% | +243.5% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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