+24.8%
GDX vs IJR
+24.2%
+0.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +7.2% |
| 7D | +0.8% | +2.3% | -1.5% | -2.2% |
| 30D | -3.2% | +2.8% | -6.0% | -6.7% |
| 3M | +8.6% | -4.6% | +13.2% | +15.6% |
| 6M | -1.2% | +5.7% | -6.9% | -8.0% |
| YTD | -1.4% | +19.9% | -21.3% | -20.5% |
| 1Y | +24.8% | +24.2% | +0.6% | -2.3% |
| All | +24.8% | +24.2% | +0.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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