+59.7%
GDXJ vs SWK
+37.3%
+22.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +17.9% | -5.7% | +23.6% | +20.9% |
| 3M | +15.3% | +24.1% | -8.8% | +5.6% |
| 6M | -9.4% | +24.7% | -34.2% | -18.6% |
| YTD | +13.4% | +33.9% | -20.5% | +0.5% |
| 1Y | +59.7% | +34.7% | +25.0% | +41.9% |
| All | +59.7% | +37.3% | +22.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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