+295.6%
GDXJ vs SWK
+15.2%
+280.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +17.9% | -5.7% | +23.6% | +19.6% |
| 3M | +15.3% | +24.1% | -8.8% | +9.7% |
| 6M | -9.4% | +24.7% | -34.2% | -14.3% |
| YTD | +13.4% | +33.9% | -20.5% | +6.0% |
| 1Y | +59.7% | +34.7% | +25.0% | +48.7% |
| All | +295.6% | +15.2% | +280.4% | +274.7% |
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