+155.2%
SLV vs GDXJ
+34.8%
+120.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -5.8% | -8.1% | +2.2% | -2.0% |
| 30D | -12.1% | -5.5% | -6.7% | -9.8% |
| 3M | -24.1% | -14.6% | -9.6% | -18.3% |
| 6M | -44.4% | -23.2% | -21.2% | -37.1% |
| YTD | -31.5% | -13.0% | -18.5% | -24.2% |
| 1Y | -6.9% | +2.8% | -9.7% | -4.2% |
| 3Y | +116.0% | +221.5% | -105.5% | +33.1% |
| 5Y | +88.4% | +123.4% | -34.9% | +31.9% |
| 10Y | +167.9% | +238.2% | -70.2% | +40.2% |
| All | +155.2% | +34.8% | +120.4% | +92.8% |
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