+2,084.2%
SPGI vs GDXJ
+34.8%
+2,049.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.2% | -8.1% | +9.3% | +1.9% |
| 30D | +15.9% | -5.5% | +21.4% | +16.3% |
| 3M | +12.3% | -14.6% | +26.9% | +13.5% |
| 6M | +23.7% | -23.2% | +46.9% | +25.7% |
| YTD | -3.5% | -13.0% | +9.4% | -3.8% |
| 1Y | +0.4% | +2.8% | -2.3% | -1.4% |
| 3Y | +29.9% | +221.5% | -191.6% | +12.8% |
| 5Y | +15.2% | +123.4% | -108.2% | +2.1% |
| 10Y | +337.2% | +238.2% | +99.0% | +269.5% |
| All | +2,084.2% | +34.8% | +2,049.4% | +1,832.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling