+83.3%
SPYM vs GDXJ
+229.9%
-146.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -1.0% | -2.8% | +1.8% | -0.7% |
| 30D | -1.3% | +5.0% | -6.3% | -2.2% |
| 3M | +3.6% | +24.1% | -20.5% | -0.1% |
| 6M | +13.3% | -7.4% | +20.7% | +13.4% |
| YTD | +12.4% | +10.2% | +2.2% | +8.9% |
| 1Y | +17.3% | +42.5% | -25.3% | +8.5% |
| 3Y | +76.8% | +285.7% | -209.0% | +35.1% |
| All | +83.3% | +229.9% | -146.6% | +40.8% |
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