+220.4%
GDXJ vs SRE
+45.6%
+174.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +5.0% | -3.0% | +8.0% | +5.7% |
| 3M | +24.1% | -8.3% | +32.4% | +27.4% |
| 6M | -7.4% | -8.9% | +1.6% | -4.9% |
| YTD | +10.2% | -4.3% | +14.5% | +10.7% |
| 1Y | +42.5% | +2.7% | +39.8% | +39.2% |
| 3Y | +285.7% | +28.7% | +257.0% | +220.2% |
| All | +220.4% | +45.6% | +174.8% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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