+233.7%
GDXJ vs SW
+184.4%
+49.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.0% |
| 7D | +11.8% | +2.2% | +9.6% | +11.5% |
| 30D | -7.1% | +7.4% | -14.5% | -8.0% |
| 3M | -10.5% | -5.9% | -4.6% | -9.9% |
| 6M | -15.5% | +9.0% | -24.5% | -16.5% |
| YTD | -6.6% | +18.1% | -24.7% | -8.5% |
| 1Y | +11.3% | +28.7% | -17.3% | +8.2% |
| 3Y | +242.0% | +48.8% | +193.2% | +224.9% |
| 5Y | +147.7% | +2.5% | +145.2% | +136.0% |
| 10Y | +233.7% | +184.4% | +49.3% | +153.4% |
| All | +233.7% | +184.4% | +49.3% | +153.4% |
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