+175.8%
SLV vs GDXJ
+245.9%
-70.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -5.8% | -8.1% | +2.2% | -1.7% |
| 30D | -12.1% | -5.5% | -6.7% | -9.7% |
| 3M | -24.1% | -14.6% | -9.6% | -17.9% |
| 6M | -44.4% | -23.2% | -21.2% | -36.6% |
| YTD | -31.5% | -13.0% | -18.5% | -23.6% |
| 1Y | -6.9% | +2.8% | -9.7% | -3.5% |
| 3Y | +116.0% | +221.5% | -105.5% | +35.1% |
| 5Y | +88.4% | +123.4% | -34.9% | +32.6% |
| All | +175.8% | +245.9% | -70.1% | +68.6% |
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 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