+231.2%
GDXJ vs SW
+177.1%
+54.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -8.1% | -2.9% | -5.2% | -7.7% |
| 30D | -5.5% | +5.0% | -10.5% | -6.1% |
| 3M | -14.6% | -13.7% | -0.9% | -13.1% |
| 6M | -23.2% | +8.0% | -31.2% | -23.9% |
| YTD | -13.0% | +14.0% | -26.9% | -14.3% |
| 1Y | +2.8% | +25.6% | -22.9% | +0.2% |
| 3Y | +221.5% | +40.1% | +181.4% | +207.4% |
| 5Y | +123.4% | -2.6% | +126.0% | +114.1% |
| All | +231.2% | +177.1% | +54.1% | +152.8% |
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