+2.2%
SPGI vs GDXJ
+229.7%
-227.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -3.1% | +0.9% | -4.0% | -3.2% |
| 30D | +2.0% | +8.8% | -6.8% | +0.9% |
| 3M | +4.3% | +29.8% | -25.5% | +1.0% |
| 6M | -0.2% | -5.8% | +5.6% | -0.2% |
| YTD | -14.8% | +13.6% | -28.4% | -17.6% |
| 1Y | -18.5% | +54.5% | -73.0% | -25.4% |
| 3Y | +16.0% | +301.4% | -285.4% | -13.2% |
| 5Y | +2.2% | +236.3% | -234.1% | -23.6% |
| All | +2.2% | +229.7% | -227.5% | -23.6% |
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