+180.6%
SLV vs GDXJ
+292.0%
-111.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.1% |
| 7D | +2.5% | +4.3% | -1.8% | -0.8% |
| 30D | +3.3% | +8.4% | -5.2% | -3.2% |
| 3M | -3.6% | +25.5% | -29.1% | -19.8% |
| 6M | -21.8% | -6.3% | -15.5% | -19.1% |
| YTD | -7.8% | +12.1% | -19.9% | -11.1% |
| 1Y | +58.3% | +51.1% | +7.2% | +28.0% |
| All | +180.6% | +292.0% | -111.5% | +24.2% |
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