+296.0%
GDX vs IJR
+172.1%
+123.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | +6.8% | -4.6% | +11.3% | +8.4% |
| 3M | +24.9% | +0.2% | +24.7% | +24.9% |
| 6M | -4.2% | +14.7% | -18.9% | -7.9% |
| YTD | +13.2% | +18.9% | -5.6% | +7.8% |
| 1Y | +40.2% | +19.9% | +20.3% | +33.2% |
| 3Y | +249.6% | +53.0% | +196.6% | +208.4% |
| 5Y | +230.4% | +40.9% | +189.5% | +194.5% |
| All | +296.0% | +172.1% | +123.9% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling