+158.1%
GDXJ vs SWK
-25.5%
+183.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +13.4% | +11.0% | +2.4% | +10.7% |
| 30D | -1.3% | +30.1% | -31.3% | -7.2% |
| 3M | -1.5% | +14.7% | -16.2% | -4.7% |
| 6M | -12.2% | +44.5% | -56.7% | -19.1% |
| YTD | -5.3% | +59.4% | -64.7% | -14.5% |
| 1Y | +22.0% | +77.5% | -55.5% | +8.2% |
| 3Y | +224.9% | +49.5% | +175.5% | +191.7% |
| All | +158.1% | -25.5% | +183.6% | +121.6% |
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