+123.9%
SBUX vs GDXJ
+237.3%
-113.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -5.5% | -2.8% | -2.7% | -5.2% |
| 30D | -8.5% | +5.0% | -13.4% | -9.0% |
| 3M | -2.9% | +24.1% | -27.0% | -5.3% |
| 6M | -1.5% | -7.4% | +5.8% | -1.5% |
| YTD | +19.4% | +10.2% | +9.2% | +16.9% |
| 1Y | +22.9% | +42.5% | -19.6% | +16.7% |
| 3Y | +11.3% | +285.7% | -274.4% | -6.1% |
| 5Y | -6.9% | +231.9% | -238.7% | -21.4% |
| All | +123.9% | +237.3% | -113.4% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling