+228.4%
GDXJ vs ICE
+38.6%
+189.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.8% |
| 7D | -6.2% | -5.3% | -0.9% | -4.1% |
| 30D | +4.6% | +3.0% | +1.6% | +3.3% |
| 3M | +31.3% | +11.4% | +19.8% | +25.1% |
| 6M | -10.7% | -2.0% | -8.6% | -10.3% |
| YTD | +9.1% | -3.1% | +12.2% | +8.9% |
| 1Y | +44.1% | -8.4% | +52.5% | +47.7% |
| 3Y | +285.4% | +40.7% | +244.7% | +212.3% |
| 5Y | +228.4% | +40.0% | +188.4% | +154.1% |
| All | +228.4% | +38.6% | +189.8% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling