+79.8%
GDXJ vs SYY
+384.0%
-304.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.9% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | +8.8% | -2.7% | +11.6% | +9.5% |
| 3M | +29.8% | +5.9% | +24.0% | +28.1% |
| 6M | -5.8% | -2.3% | -3.5% | -5.8% |
| YTD | +13.6% | +13.1% | +0.5% | +10.0% |
| 1Y | +54.5% | +3.8% | +50.7% | +52.1% |
| 3Y | +301.4% | +26.7% | +274.7% | +275.7% |
| 5Y | +236.3% | +19.4% | +216.9% | +216.8% |
| 10Y | +240.1% | +112.0% | +128.1% | +161.4% |
| All | +79.8% | +384.0% | -304.1% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling