+51.1%
GDXJ vs SWKS
+3.4%
+47.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | +4.3% | +11.8% | -7.5% | +1.5% |
| 30D | +8.4% | +6.7% | +1.7% | +6.6% |
| 3M | +25.5% | 0.0% | +25.5% | +24.2% |
| 6M | -6.3% | +38.7% | -45.1% | -14.1% |
| YTD | +12.1% | +21.4% | -9.3% | +7.5% |
| 1Y | +51.1% | +2.9% | +48.2% | +53.4% |
| All | +51.1% | +3.4% | +47.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWKS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling