+211.5%
GDX vs IJR
+513.8%
-302.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | +4.0% | +0.9% | +3.0% | +3.5% |
| 30D | +9.5% | -3.1% | +12.6% | +11.1% |
| 3M | +25.1% | +4.4% | +20.7% | +22.9% |
| 6M | -2.9% | +16.1% | -19.1% | -8.6% |
| YTD | +14.7% | +20.6% | -5.8% | +6.4% |
| 1Y | +47.4% | +22.9% | +24.6% | +35.7% |
| 3Y | +259.7% | +55.2% | +204.5% | +196.0% |
| 5Y | +227.7% | +41.1% | +186.6% | +177.5% |
| 10Y | +289.0% | +167.0% | +122.0% | +130.0% |
| All | +211.5% | +513.8% | -302.3% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling