+123.6%
GDXJ vs SWK
-30.7%
+154.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | -5.5% | +25.5% | -30.9% | -10.3% |
| 3M | -14.6% | +11.8% | -26.3% | -16.8% |
| 6M | -23.2% | +48.7% | -71.9% | -29.5% |
| YTD | -13.0% | +57.2% | -70.2% | -21.1% |
| 1Y | +2.8% | +75.3% | -72.5% | -8.5% |
| 3Y | +221.5% | +51.9% | +169.5% | +188.2% |
| All | +123.6% | -30.7% | +154.3% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling