+5,144.6%
SMH vs GDXJ
+76.0%
+5,068.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +4.3% | +0.9% | +3.4% | +4.1% |
| 30D | +0.9% | +8.8% | -8.0% | -0.6% |
| 3M | -2.8% | +29.8% | -32.7% | -7.0% |
| 6M | +45.6% | -5.8% | +51.4% | +45.9% |
| YTD | +59.5% | +13.6% | +45.9% | +54.8% |
| 1Y | +93.4% | +54.5% | +39.0% | +79.2% |
| 3Y | +287.1% | +301.4% | -14.3% | +209.9% |
| 5Y | +338.0% | +236.3% | +101.7% | +253.7% |
| 10Y | +1,876.8% | +240.1% | +1,636.7% | +1,442.9% |
| All | +5,144.6% | +76.0% | +5,068.7% | +4,109.9% |
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