+257.4%
GDXJ vs SWKS
+3.5%
+253.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.8% |
| 7D | +16.4% | -2.7% | +19.1% | +16.9% |
| 30D | -1.2% | +8.5% | -9.7% | -2.8% |
| 3M | -3.9% | +17.3% | -21.2% | -7.4% |
| 6M | -10.2% | +25.1% | -35.3% | -14.5% |
| YTD | -0.6% | +33.3% | -34.0% | -7.3% |
| 1Y | +24.3% | +22.9% | +1.4% | +17.8% |
| 3Y | +257.4% | +5.5% | +251.9% | +250.2% |
| All | +257.4% | +3.5% | +253.9% | +250.2% |
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