+223.4%
GDXJ vs SWK
+50.4%
+173.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -4.1% |
| 7D | -4.9% | -2.0% | -3.0% | -4.4% |
| 30D | -10.0% | +24.6% | -34.5% | -14.9% |
| 3M | -16.6% | +10.8% | -27.4% | -18.9% |
| 6M | -23.3% | +46.1% | -69.4% | -29.9% |
| YTD | -12.4% | +56.8% | -69.3% | -21.2% |
| 1Y | +0.5% | +72.7% | -72.3% | -10.8% |
| All | +223.4% | +50.4% | +173.1% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling