+5.0%
SYK vs GDXJ
+226.5%
-221.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.5% |
| 7D | -12.3% | -6.2% | -6.1% | -11.7% |
| 30D | -22.4% | +4.6% | -27.1% | -22.9% |
| 3M | -12.3% | +31.3% | -43.6% | -15.3% |
| 6M | -24.3% | -10.7% | -13.6% | -23.8% |
| YTD | -22.8% | +9.1% | -31.8% | -24.9% |
| 1Y | -28.8% | +44.1% | -72.9% | -34.1% |
| 3Y | -4.0% | +285.4% | -289.4% | -27.8% |
| All | +5.0% | +226.5% | -221.5% | -20.7% |
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