+220.4%
GDXJ vs SPXS
-86.0%
+306.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.3% |
| 7D | -2.8% | +2.5% | -5.3% | -2.0% |
| 30D | +5.0% | +4.2% | +0.8% | +6.5% |
| 3M | +24.1% | -9.3% | +33.4% | +21.8% |
| 6M | -7.4% | -30.7% | +23.3% | -13.8% |
| YTD | +10.2% | -28.1% | +38.3% | +4.1% |
| 1Y | +42.5% | -35.1% | +77.6% | +32.4% |
| 3Y | +285.7% | -79.6% | +365.3% | +186.9% |
| All | +220.4% | -86.0% | +306.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling