+79.5%
GDXJ vs SW
+687.4%
-607.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +0.2% | -5.1% | +5.3% | +0.7% |
| 30D | +17.9% | -4.6% | +22.4% | +18.4% |
| 3M | +15.3% | +9.4% | +5.9% | +14.2% |
| 6M | -9.4% | +3.5% | -13.0% | -9.9% |
| YTD | +13.4% | +22.0% | -8.6% | +11.1% |
| 1Y | +59.7% | +2.2% | +57.4% | +58.5% |
| 3Y | +283.6% | +19.6% | +264.0% | +271.4% |
| 5Y | +217.6% | -2.3% | +219.9% | +205.5% |
| 10Y | +225.7% | +181.4% | +44.3% | +180.3% |
| All | +79.5% | +687.4% | -607.8% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling