+172.7%
SLV vs GDXJ
+229.7%
-57.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +1.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.1% |
| 30D | +2.2% | +8.8% | -6.6% | -3.8% |
| 3M | +2.9% | +29.8% | -26.9% | -14.6% |
| 6M | -22.4% | -5.8% | -16.6% | -20.2% |
| YTD | -5.7% | +13.6% | -19.3% | -9.8% |
| 1Y | +63.3% | +54.5% | +8.8% | +31.3% |
| 3Y | +189.0% | +301.4% | -112.4% | +32.2% |
| 5Y | +172.7% | +236.3% | -63.7% | +31.0% |
| All | +172.7% | +229.7% | -57.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling