+478.6%
SOXL vs GDXJ
+285.5%
+193.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +4.3% |
| 7D | +3.9% | -2.8% | +6.7% | +6.7% |
| 30D | -14.3% | +5.0% | -19.3% | -19.0% |
| 3M | -45.6% | +24.1% | -69.7% | -55.7% |
| 6M | +117.2% | -7.4% | +124.5% | +136.0% |
| YTD | +189.8% | +10.2% | +179.6% | +172.3% |
| 1Y | +317.7% | +42.5% | +275.2% | +220.4% |
| 3Y | +478.6% | +285.7% | +192.9% | +108.0% |
| All | +478.6% | +285.5% | +193.1% | +108.0% |
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 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