+338.6%
SPGI vs GDXJ
+248.0%
+90.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.9% |
| 7D | -0.8% | -4.9% | +4.1% | -0.3% |
| 30D | +14.3% | -10.0% | +24.2% | +15.4% |
| 3M | +14.5% | -16.6% | +31.1% | +16.3% |
| 6M | +17.3% | -23.3% | +40.6% | +19.7% |
| YTD | -4.6% | -12.4% | +7.9% | -5.1% |
| 1Y | +0.8% | +0.5% | +0.3% | -1.6% |
| 3Y | +28.8% | +220.5% | -191.7% | +5.3% |
| 5Y | +14.0% | +124.7% | -110.8% | -4.3% |
| All | +338.6% | +248.0% | +90.5% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling