+221.5%
GDXJ vs SWKS
+11.3%
+210.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +9.4% | -17.5% | -9.6% |
| 30D | -5.5% | +17.0% | -22.4% | -8.3% |
| 3M | -14.6% | +28.9% | -43.5% | -19.1% |
| 6M | -23.2% | +33.1% | -56.3% | -27.8% |
| YTD | -13.0% | +44.8% | -57.8% | -20.1% |
| 1Y | +2.8% | +36.2% | -33.5% | -4.6% |
| 3Y | +221.5% | +11.5% | +210.0% | +200.1% |
| All | +221.5% | +11.3% | +210.2% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling