+231.2%
GDXJ vs SPG
+113.9%
+117.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -8.1% | +2.0% | -10.1% | -8.4% |
| 30D | -5.5% | +17.2% | -22.7% | -7.9% |
| 3M | -14.6% | +6.3% | -20.9% | -15.4% |
| 6M | -23.2% | +18.7% | -41.9% | -25.5% |
| YTD | -13.0% | +30.1% | -43.1% | -16.8% |
| 1Y | +2.8% | +32.8% | -30.0% | -2.1% |
| 3Y | +221.5% | +133.6% | +87.9% | +178.3% |
| 5Y | +123.4% | +84.4% | +39.0% | +96.8% |
| All | +231.2% | +113.9% | +117.3% | +174.1% |
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