+79.8%
GDXJ vs SRE
+440.9%
-361.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +0.9% | +1.5% | -0.5% | +0.4% |
| 30D | +8.8% | +0.8% | +8.0% | +8.1% |
| 3M | +29.8% | -5.8% | +35.6% | +32.1% |
| 6M | -5.8% | -7.8% | +2.0% | -3.6% |
| YTD | +13.6% | -2.4% | +15.9% | +13.4% |
| 1Y | +54.5% | +8.9% | +45.6% | +47.7% |
| 3Y | +301.4% | +31.1% | +270.3% | +245.8% |
| 5Y | +236.3% | +48.6% | +187.7% | +175.1% |
| 10Y | +240.1% | +126.1% | +114.0% | +119.9% |
| All | +79.8% | +440.9% | -361.0% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling