+15.0%
SLB vs GDXJ
+35.6%
-20.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.8% |
| 7D | +2.6% | -4.9% | +7.5% | +3.5% |
| 30D | +4.4% | -10.0% | +14.3% | +6.1% |
| 3M | -2.7% | -16.6% | +13.9% | +0.1% |
| 6M | -7.5% | -23.3% | +15.7% | -4.1% |
| YTD | +34.8% | -12.4% | +47.3% | +34.7% |
| 1Y | +44.6% | +0.5% | +44.1% | +40.3% |
| 3Y | +3.2% | +220.5% | -217.3% | -23.1% |
| 5Y | +73.6% | +124.7% | -51.2% | +36.2% |
| 10Y | -14.3% | +240.2% | -254.5% | -42.0% |
| All | +15.0% | +35.6% | -20.6% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling