+2.5%
SLB vs GDXJ
+294.3%
-291.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | +0.4% | +4.3% | -3.9% | -0.2% |
| 30D | +13.6% | +8.4% | +5.2% | +12.0% |
| 3M | +1.5% | +25.5% | -24.0% | -2.5% |
| 6M | +23.0% | -6.3% | +29.4% | +23.1% |
| YTD | +51.2% | +12.1% | +39.1% | +46.4% |
| 1Y | +63.5% | +51.1% | +12.4% | +49.9% |
| 3Y | +2.5% | +296.1% | -293.6% | -25.9% |
| All | +2.5% | +294.3% | -291.8% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling