+224.1%
GDX vs IJH
+48.0%
+176.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.0% |
| 30D | +6.8% | -4.6% | +11.4% | +10.0% |
| 3M | +24.9% | -1.2% | +26.1% | +26.1% |
| 6M | -4.2% | +9.4% | -13.6% | -8.3% |
| YTD | +13.2% | +13.3% | -0.1% | +6.7% |
| 1Y | +40.2% | +13.4% | +26.8% | +32.1% |
| 3Y | +249.6% | +50.4% | +199.2% | +180.5% |
| All | +224.1% | +48.0% | +176.2% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling