+220.4%
GDXJ vs GIS
-25.1%
+245.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -6.4% | +3.6% | -2.4% |
| 30D | +5.0% | -6.1% | +11.1% | +5.3% |
| 3M | +24.1% | +7.8% | +16.2% | +23.0% |
| 6M | -7.4% | -8.8% | +1.4% | -6.7% |
| YTD | +10.2% | -19.1% | +29.3% | +12.2% |
| 1Y | +42.5% | -24.8% | +67.3% | +46.0% |
| 3Y | +285.7% | -37.6% | +323.3% | +298.9% |
| All | +220.4% | -25.1% | +245.5% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling