+215.1%
GDXJ vs GIS
-19.5%
+234.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -6.4% | +3.6% | -1.7% |
| 30D | +5.0% | -6.1% | +11.1% | +6.0% |
| 3M | +24.1% | +7.8% | +16.2% | +21.8% |
| 6M | -7.4% | -8.8% | +1.4% | -6.1% |
| YTD | +10.2% | -19.1% | +29.3% | +14.1% |
| 1Y | +42.5% | -24.8% | +67.3% | +49.3% |
| 3Y | +285.7% | -37.6% | +323.3% | +315.6% |
| 5Y | +231.9% | -25.4% | +257.3% | +237.6% |
| All | +215.1% | -19.5% | +234.6% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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