+19.0%
SPGI vs GDXJ
+294.3%
-275.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | -2.5% | +4.3% | -6.8% | -2.7% |
| 30D | +5.4% | +8.4% | -3.0% | +4.9% |
| 3M | +9.0% | +25.5% | -16.5% | +7.7% |
| 6M | +0.8% | -6.3% | +7.1% | +0.8% |
| YTD | -12.6% | +12.1% | -24.7% | -14.0% |
| 1Y | -16.1% | +51.1% | -67.2% | -20.0% |
| 3Y | +19.0% | +296.1% | -277.1% | -1.5% |
| All | +19.0% | +294.3% | -275.3% | -1.5% |
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