+220.4%
GDXJ vs SSNC
+19.2%
+201.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | -2.8% | -4.0% | +1.2% | -1.7% |
| 30D | +5.0% | +0.5% | +4.4% | +4.8% |
| 3M | +24.1% | +18.9% | +5.1% | +17.4% |
| 6M | -7.4% | +10.8% | -18.2% | -10.6% |
| YTD | +10.2% | -7.1% | +17.4% | +12.5% |
| 1Y | +42.5% | -9.6% | +52.1% | +46.8% |
| 3Y | +285.7% | +51.1% | +234.7% | +219.7% |
| All | +220.4% | +19.2% | +201.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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