+77.5%
GDXJ vs ICE
+758.5%
-681.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | +8.4% | +5.0% | +3.5% | +6.8% |
| 3M | +25.5% | +13.9% | +11.6% | +20.3% |
| 6M | -6.3% | -4.4% | -1.9% | -5.5% |
| YTD | +12.1% | -1.9% | +14.0% | +11.7% |
| 1Y | +51.1% | -8.1% | +59.2% | +53.4% |
| 3Y | +296.1% | +42.5% | +253.6% | +249.9% |
| 5Y | +228.1% | +40.6% | +187.5% | +188.2% |
| 10Y | +211.8% | +217.1% | -5.3% | +124.1% |
| All | +77.5% | +758.5% | -681.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling