+268.0%
GDXJ vs SYF
+340.9%
-72.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | +17.9% | +0.8% | +17.0% | +17.7% |
| 3M | +15.3% | +13.4% | +1.9% | +13.6% |
| 6M | -9.4% | +16.3% | -25.8% | -11.0% |
| YTD | +13.4% | -3.0% | +16.4% | +13.4% |
| 1Y | +59.7% | +5.7% | +53.9% | +58.1% |
| 3Y | +283.6% | +160.1% | +123.5% | +237.1% |
| 5Y | +217.6% | +88.5% | +129.1% | +183.4% |
| 10Y | +225.7% | +263.1% | -37.4% | +160.7% |
| All | +268.0% | +340.9% | -72.9% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling