+216.5%
SLV vs GDXJ
+233.7%
-17.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -3.3% |
| 7D | -5.0% | -6.2% | +1.2% | -1.8% |
| 30D | -1.8% | +4.6% | -6.4% | -4.1% |
| 3M | -0.3% | +31.3% | -31.5% | -13.3% |
| 6M | -28.2% | -10.7% | -17.5% | -24.3% |
| YTD | -10.7% | +9.1% | -19.8% | -11.3% |
| 1Y | +53.7% | +44.1% | +9.6% | +35.3% |
| 3Y | +173.7% | +285.4% | -111.7% | +56.0% |
| 5Y | +161.5% | +228.4% | -66.9% | +55.4% |
| All | +216.5% | +233.7% | -17.3% | +90.1% |
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