+824.9%
SPY vs GDXJ
+34.8%
+790.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +2.6% | -8.1% | +10.7% | +3.4% |
| 30D | -2.0% | -5.5% | +3.5% | -1.6% |
| 3M | -2.8% | -14.6% | +11.8% | -1.6% |
| 6M | +2.1% | -23.2% | +25.3% | +4.2% |
| YTD | +11.5% | -13.0% | +24.5% | +11.6% |
| 1Y | +13.5% | +2.8% | +10.7% | +11.6% |
| 3Y | +77.7% | +221.5% | -143.8% | +54.1% |
| 5Y | +72.6% | +123.4% | -50.8% | +52.8% |
| 10Y | +308.2% | +238.2% | +70.0% | +239.1% |
| All | +824.9% | +34.8% | +790.1% | +697.3% |
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