+214.8%
GDX vs IJH
+557.2%
-342.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +9.9% | -3.8% | +13.8% | +12.3% |
| 3M | +28.2% | 0.0% | +28.2% | +28.5% |
| 6M | -2.9% | +8.8% | -11.7% | -6.5% |
| YTD | +16.0% | +13.5% | +2.5% | +9.4% |
| 1Y | +49.9% | +15.4% | +34.5% | +40.2% |
| 3Y | +263.6% | +50.9% | +212.6% | +192.3% |
| 5Y | +233.6% | +47.8% | +185.8% | +167.5% |
| 10Y | +315.3% | +183.1% | +132.3% | +114.6% |
| All | +214.8% | +557.2% | -342.4% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling