+215.1%
GDXJ vs SPYG
+424.6%
-209.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | +5.0% | -1.5% | +6.5% | +5.9% |
| 3M | +24.1% | +3.7% | +20.3% | +21.8% |
| 6M | -7.4% | +16.4% | -23.8% | -13.8% |
| YTD | +10.2% | +13.3% | -3.1% | +4.0% |
| 1Y | +42.5% | +17.9% | +24.7% | +32.1% |
| 3Y | +285.7% | +98.3% | +187.4% | +171.4% |
| 5Y | +231.9% | +86.4% | +145.4% | +135.1% |
| All | +215.1% | +424.6% | -209.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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