+281.7%
GDXJ vs SYF
+154.1%
+127.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.6% |
| 7D | -6.2% | -5.5% | -0.7% | -5.4% |
| 30D | +4.6% | -3.9% | +8.5% | +5.3% |
| 3M | +31.3% | +8.9% | +22.3% | +29.8% |
| 6M | -10.7% | +16.2% | -26.9% | -12.0% |
| YTD | +9.1% | -8.4% | +17.5% | +9.4% |
| 1Y | +44.1% | +2.6% | +41.5% | +43.1% |
| All | +281.7% | +154.1% | +127.6% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling