+231.2%
GDXJ vs SPY
+307.0%
-75.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -8.1% | +2.6% | -10.7% | -9.7% |
| 30D | -5.5% | -2.0% | -3.5% | -4.0% |
| 3M | -14.6% | -2.8% | -11.8% | -12.6% |
| 6M | -23.2% | +2.1% | -25.3% | -23.6% |
| YTD | -13.0% | +11.5% | -24.5% | -17.7% |
| 1Y | +2.8% | +13.5% | -10.7% | -3.7% |
| 3Y | +221.5% | +77.7% | +143.8% | +128.9% |
| 5Y | +123.4% | +72.6% | +50.8% | +59.4% |
| All | +231.2% | +307.0% | -75.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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