+79.8%
GDXJ vs SPXS
-100.0%
+179.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +1.3% |
| 30D | +8.8% | +5.2% | +3.6% | +10.3% |
| 3M | +29.8% | -9.2% | +39.0% | +28.2% |
| 6M | -5.8% | -29.6% | +23.8% | -11.1% |
| YTD | +13.6% | -27.6% | +41.2% | +8.5% |
| 1Y | +54.5% | -36.7% | +91.2% | +44.2% |
| 3Y | +301.4% | -79.8% | +381.2% | +208.3% |
| 5Y | +236.3% | -85.9% | +322.2% | +162.3% |
| 10Y | +240.1% | -99.5% | +339.6% | +47.0% |
| All | +79.8% | -100.0% | +179.8% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling