+5.4%
GDXJ vs SW
+26.2%
-20.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +0.3% | -2.6% | +2.8% | +1.3% |
| 30D | -7.4% | +7.2% | -14.7% | -10.3% |
| 3M | -11.9% | -10.5% | -1.4% | -7.8% |
| 6M | -19.3% | +9.9% | -29.2% | -23.5% |
| YTD | -8.1% | +17.2% | -25.4% | -15.8% |
| All | +5.4% | +26.2% | -20.8% | -6.1% |
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