+45.8%
GDXJ vs SW
+664.7%
-618.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +3.8% | +4.7% | -0.8% | +3.3% |
| 30D | -7.7% | +5.0% | -12.7% | -8.2% |
| 3M | -4.3% | -7.3% | +3.0% | -3.6% |
| 6M | -7.4% | +15.0% | -22.4% | -8.7% |
| YTD | -7.9% | +18.5% | -26.4% | -9.6% |
| 1Y | +19.1% | +27.1% | -8.0% | +16.2% |
| 3Y | +212.2% | +49.3% | +162.9% | +197.6% |
| 5Y | +153.5% | -1.6% | +155.1% | +144.0% |
| 10Y | +194.7% | +185.4% | +9.3% | +152.8% |
| All | +45.8% | +664.7% | -618.9% | +10.2% |
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