+215.1%
GDXJ vs SPG
+64.5%
+150.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -1.2% | -1.7% | -2.6% |
| 30D | +5.0% | -6.1% | +11.1% | +6.1% |
| 3M | +24.1% | -3.6% | +27.7% | +24.7% |
| 6M | -7.4% | +10.4% | -17.8% | -9.0% |
| YTD | +10.2% | +14.4% | -4.2% | +7.5% |
| 1Y | +42.5% | +16.5% | +26.0% | +38.5% |
| 3Y | +285.7% | +106.8% | +178.9% | +239.6% |
| 5Y | +231.9% | +108.9% | +123.0% | +188.9% |
| All | +215.1% | +64.5% | +150.6% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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