+246.0%
SLV vs GDXJ
+75.7%
+170.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +6.7% | +17.9% | -11.2% | -1.6% |
| 3M | -10.7% | +15.3% | -26.0% | -16.8% |
| 6M | -20.6% | -9.4% | -11.2% | -16.9% |
| YTD | -7.1% | +13.4% | -20.5% | -9.5% |
| 1Y | +62.0% | +59.7% | +2.3% | +35.7% |
| 3Y | +169.8% | +283.6% | -113.7% | +51.9% |
| 5Y | +161.5% | +217.6% | -56.1% | +55.4% |
| 10Y | +224.4% | +225.7% | -1.3% | +69.0% |
| All | +246.0% | +75.7% | +170.3% | +130.3% |
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