-5.8%
SLB vs GDXJ
+237.3%
-243.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | +7.1% | +5.0% | +2.2% | +5.9% |
| 3M | +0.6% | +24.1% | -23.4% | -4.0% |
| 6M | +17.6% | -7.4% | +24.9% | +17.6% |
| YTD | +48.5% | +10.2% | +38.2% | +42.8% |
| 1Y | +59.4% | +42.5% | +16.9% | +44.9% |
| 3Y | -0.4% | +285.7% | -286.1% | -27.6% |
| 5Y | +133.8% | +231.9% | -98.1% | +71.9% |
| All | -5.8% | +237.3% | -243.1% | -31.0% |
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