+215.1%
GDXJ vs ICE
+220.6%
-5.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -1.9% |
| 30D | +5.0% | +4.0% | +0.9% | +3.4% |
| 3M | +24.1% | +13.7% | +10.4% | +18.0% |
| 6M | -7.4% | +0.9% | -8.3% | -8.1% |
| YTD | +10.2% | -2.1% | +12.4% | +9.8% |
| 1Y | +42.5% | -9.5% | +52.1% | +46.1% |
| 3Y | +285.7% | +42.1% | +243.6% | +229.7% |
| 5Y | +231.9% | +41.4% | +190.5% | +179.2% |
| All | +215.1% | +220.6% | -5.5% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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