+215.1%
GDXJ vs IAU
+220.2%
-5.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | +1.3% |
| 30D | +5.0% | -1.5% | +6.5% | +8.8% |
| 3M | +24.1% | +3.3% | +20.8% | +17.9% |
| 6M | -7.4% | -16.2% | +8.9% | +37.5% |
| YTD | +10.2% | +0.7% | +9.6% | +8.1% |
| 1Y | +42.5% | +19.2% | +23.3% | -3.7% |
| 3Y | +285.7% | +124.4% | +161.3% | -38.8% |
| 5Y | +231.9% | +140.0% | +91.8% | -53.6% |
| All | +215.1% | +220.2% | -5.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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