+49.9%
GDXJ vs SWK
+256.2%
-206.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +13.4% | +11.0% | +2.4% | +10.4% |
| 30D | -1.3% | +30.1% | -31.3% | -7.9% |
| 3M | -1.5% | +14.7% | -16.2% | -5.0% |
| 6M | -12.2% | +44.5% | -56.7% | -20.2% |
| YTD | -5.3% | +59.4% | -64.7% | -16.1% |
| 1Y | +22.0% | +77.5% | -55.5% | +5.2% |
| 3Y | +224.9% | +49.5% | +175.5% | +182.4% |
| 5Y | +160.6% | -24.9% | +185.5% | +161.4% |
| 10Y | +203.0% | +31.8% | +171.2% | +128.5% |
| All | +49.9% | +256.2% | -206.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling