+75.5%
GDXJ vs SSNC
+1,037.0%
-961.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.3% |
| 7D | +4.3% | -1.8% | +6.1% | +4.7% |
| 30D | +8.4% | +1.9% | +6.5% | +8.0% |
| 3M | +25.5% | +18.4% | +7.1% | +20.6% |
| 6M | -6.3% | +7.0% | -13.3% | -8.2% |
| YTD | +12.1% | -6.9% | +19.0% | +13.0% |
| 1Y | +51.1% | -8.2% | +59.2% | +52.5% |
| 3Y | +296.1% | +50.5% | +245.5% | +256.5% |
| 5Y | +228.1% | +17.4% | +210.7% | +206.8% |
| 10Y | +211.8% | +164.9% | +46.9% | +146.0% |
| All | +75.5% | +1,037.0% | -961.4% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling