+215.1%
GDXJ vs SPY
+322.5%
-107.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | +5.0% | -1.1% | +6.0% | +5.8% |
| 3M | +24.1% | +3.9% | +20.2% | +21.3% |
| 6M | -7.4% | +13.6% | -21.0% | -13.8% |
| YTD | +10.2% | +12.7% | -2.5% | +3.2% |
| 1Y | +42.5% | +17.5% | +25.0% | +30.3% |
| 3Y | +285.7% | +76.9% | +208.8% | +173.6% |
| 5Y | +231.9% | +83.6% | +148.3% | +127.8% |
| All | +215.1% | +322.5% | -107.4% | +50.1% |
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