+228.4%
GDXJ vs SPY
+79.8%
+148.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.5% |
| 7D | -6.2% | -2.0% | -4.2% | -4.5% |
| 30D | +4.6% | -1.7% | +6.3% | +6.3% |
| 3M | +31.3% | +4.7% | +26.5% | +26.7% |
| 6M | -10.7% | +12.5% | -23.2% | -17.8% |
| YTD | +9.1% | +11.7% | -2.7% | +1.1% |
| 1Y | +44.1% | +17.5% | +26.6% | +29.0% |
| 3Y | +285.4% | +76.6% | +208.8% | +150.7% |
| 5Y | +228.4% | +82.0% | +146.4% | +100.7% |
| All | +228.4% | +79.8% | +148.6% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling