-7.2%
SYK vs GDXJ
+281.5%
-288.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.8% |
| 7D | -12.3% | -6.2% | -6.1% | -12.1% |
| 30D | -22.4% | +4.6% | -27.1% | -22.7% |
| 3M | -12.3% | +31.3% | -43.6% | -13.6% |
| 6M | -24.3% | -10.7% | -13.6% | -23.9% |
| YTD | -22.8% | +9.1% | -31.8% | -23.8% |
| 1Y | -28.8% | +44.1% | -72.9% | -31.6% |
| All | -7.2% | +281.5% | -288.7% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling