+79.8%
GDXJ vs SPYG
+1,138.6%
-1,058.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | +8.8% | -1.7% | +10.5% | +10.1% |
| 3M | +29.8% | +3.6% | +26.2% | +27.4% |
| 6M | -5.8% | +16.6% | -22.4% | -13.4% |
| YTD | +13.6% | +13.4% | +0.2% | +6.4% |
| 1Y | +54.5% | +19.6% | +34.9% | +40.4% |
| 3Y | +301.4% | +99.8% | +201.6% | +163.8% |
| 5Y | +236.3% | +85.0% | +151.4% | +126.8% |
| 10Y | +240.1% | +422.1% | -182.0% | +10.4% |
| All | +79.8% | +1,138.6% | -1,058.8% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling