+220.4%
GDXJ vs SYY
+23.4%
+197.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.8% | +3.9% | -6.8% | -3.7% |
| 30D | +5.0% | -1.7% | +6.7% | +5.4% |
| 3M | +24.1% | +5.2% | +18.9% | +22.4% |
| 6M | -7.4% | -0.2% | -7.2% | -7.9% |
| YTD | +10.2% | +15.4% | -5.1% | +5.6% |
| 1Y | +42.5% | +5.6% | +36.9% | +39.5% |
| 3Y | +285.7% | +28.9% | +256.8% | +251.5% |
| All | +220.4% | +23.4% | +197.0% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling