+21.8%
GDXJ vs SW
+29.5%
-7.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +7.9% |
| 7D | -0.2% | +12.1% | -12.2% | -4.7% |
| 30D | -7.6% | +6.6% | -14.2% | -10.1% |
| 3M | +2.3% | -6.0% | +8.3% | +4.8% |
| 6M | -7.8% | +21.5% | -29.3% | -15.5% |
| YTD | -8.4% | +20.3% | -28.7% | -15.9% |
| 1Y | +21.8% | +28.1% | -6.4% | +10.5% |
| All | +21.8% | +29.5% | -7.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling