+215.1%
GDXJ vs SU
+267.2%
-52.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | +2.2% | -5.0% | -3.3% |
| 30D | +5.0% | +8.4% | -3.5% | +2.8% |
| 3M | +24.1% | +12.1% | +12.0% | +20.0% |
| 6M | -7.4% | +19.7% | -27.0% | -12.6% |
| YTD | +10.2% | +58.4% | -48.2% | -3.2% |
| 1Y | +42.5% | +67.2% | -24.7% | +23.2% |
| 3Y | +285.7% | +125.0% | +160.7% | +205.9% |
| 5Y | +231.9% | +355.1% | -123.2% | +125.7% |
| All | +215.1% | +267.2% | -52.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling