+216.5%
GDXJ vs SW
+182.7%
+33.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.9% |
| 7D | +13.4% | +2.3% | +11.1% | +13.2% |
| 30D | -1.3% | +6.8% | -8.1% | -2.1% |
| 3M | -1.5% | -5.2% | +3.7% | -0.9% |
| 6M | -12.2% | +7.4% | -19.7% | -13.1% |
| YTD | -5.3% | +17.4% | -22.7% | -7.1% |
| 1Y | +22.0% | +27.1% | -5.1% | +18.7% |
| 3Y | +224.9% | +47.9% | +177.1% | +208.9% |
| 5Y | +160.6% | -2.6% | +163.2% | +149.4% |
| All | +216.5% | +182.7% | +33.8% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling