+16.0%
SPGI vs GDXJ
+138.8%
-122.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +15.3% | -7.4% | +22.7% | +16.0% |
| 3M | +16.5% | -11.9% | +28.4% | +17.6% |
| 6M | +19.8% | -19.3% | +39.1% | +21.8% |
| YTD | -3.2% | -8.1% | +4.9% | -4.6% |
| 1Y | +1.8% | +9.1% | -7.3% | -2.4% |
| 3Y | +30.6% | +236.2% | -205.6% | -2.2% |
| 5Y | +16.0% | +136.3% | -120.3% | -4.2% |
| All | +16.0% | +138.8% | -122.8% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling