+215.1%
GDXJ vs SYF
+258.4%
-43.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | -2.8% | -4.9% | +2.1% | -2.1% |
| 30D | +5.0% | -4.3% | +9.3% | +5.6% |
| 3M | +24.1% | +5.5% | +18.6% | +23.2% |
| 6M | -7.4% | +17.5% | -24.9% | -9.1% |
| YTD | +10.2% | -7.8% | +18.0% | +11.0% |
| 1Y | +42.5% | +1.6% | +40.9% | +41.8% |
| 3Y | +285.7% | +154.8% | +130.9% | +233.3% |
| 5Y | +231.9% | +79.5% | +152.4% | +193.4% |
| All | +215.1% | +258.4% | -43.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling