+54.8%
GDX vs IJH
+18.2%
+36.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +18.6% | -1.5% | +20.1% | +21.4% |
| 3M | +14.9% | +0.8% | +14.1% | +13.9% |
| 6M | -6.3% | +7.6% | -13.8% | -14.5% |
| YTD | +15.7% | +15.5% | +0.2% | -1.3% |
| 1Y | +54.8% | +16.9% | +37.9% | +30.6% |
| All | +54.8% | +18.2% | +36.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling