+285.7%
GDXJ vs SYY
+29.1%
+256.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.8% | +3.9% | -6.8% | -3.6% |
| 30D | +5.0% | -1.7% | +6.7% | +5.3% |
| 3M | +24.1% | +5.2% | +18.9% | +22.7% |
| 6M | -7.4% | -0.2% | -7.2% | -7.9% |
| YTD | +10.2% | +15.4% | -5.1% | +6.7% |
| 1Y | +42.5% | +5.6% | +36.9% | +40.3% |
| 3Y | +285.7% | +28.9% | +256.8% | +241.5% |
| All | +285.7% | +29.1% | +256.6% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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