+79.5%
GDXJ vs SWKS
+675.3%
-595.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.2% |
| 7D | +0.2% | +12.5% | -12.3% | -2.3% |
| 30D | +17.9% | +10.5% | +7.4% | +15.4% |
| 3M | +15.3% | -7.4% | +22.7% | +17.0% |
| 6M | -9.4% | +32.7% | -42.1% | -15.7% |
| YTD | +13.4% | +19.2% | -5.8% | +7.7% |
| 1Y | +59.7% | +2.4% | +57.3% | +56.3% |
| 3Y | +283.6% | -25.6% | +309.2% | +288.2% |
| 5Y | +217.6% | -53.4% | +271.0% | +245.7% |
| 10Y | +225.7% | +23.2% | +202.5% | +178.0% |
| All | +79.5% | +675.3% | -595.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling