+215.1%
GDXJ vs SPXS
-99.6%
+314.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.5% |
| 7D | -2.8% | +2.5% | -5.3% | -2.2% |
| 30D | +5.0% | +4.2% | +0.8% | +6.1% |
| 3M | +24.1% | -9.3% | +33.4% | +22.4% |
| 6M | -7.4% | -30.7% | +23.3% | -12.3% |
| YTD | +10.2% | -28.1% | +38.3% | +5.6% |
| 1Y | +42.5% | -35.1% | +77.6% | +34.7% |
| 3Y | +285.7% | -79.6% | +365.3% | +206.9% |
| 5Y | +231.9% | -86.3% | +318.1% | +164.1% |
| All | +215.1% | -99.6% | +314.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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