+226.7%
GDX vs IJR
+38.0%
+188.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.0% |
| 7D | -5.4% | -2.3% | -3.1% | -4.2% |
| 30D | +6.6% | -4.7% | +11.3% | +9.3% |
| 3M | +30.1% | +2.1% | +28.0% | +28.9% |
| 6M | -7.1% | +13.9% | -21.0% | -12.4% |
| YTD | +12.0% | +18.2% | -6.3% | +3.9% |
| 1Y | +41.2% | +21.8% | +19.4% | +29.3% |
| 3Y | +251.0% | +52.2% | +198.8% | +184.1% |
| 5Y | +226.7% | +40.1% | +186.6% | +168.6% |
| All | +226.7% | +38.0% | +188.8% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling