+29.9%
SLB vs GDXJ
+75.7%
-45.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +15.8% | +17.9% | -2.0% | +11.9% |
| 3M | -0.3% | +15.3% | -15.7% | -3.9% |
| 6M | +21.3% | -9.4% | +30.8% | +21.9% |
| YTD | +52.3% | +13.4% | +38.9% | +45.4% |
| 1Y | +63.6% | +59.7% | +4.0% | +44.8% |
| 3Y | +3.8% | +283.6% | -279.8% | -25.0% |
| 5Y | +128.6% | +217.6% | -89.0% | +68.5% |
| 10Y | -3.1% | +225.7% | -228.7% | -33.7% |
| All | +29.9% | +75.7% | -45.7% | -5.7% |
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