+74.5%
GDXJ vs IDXX
+1,809.9%
-1,735.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -2.8% | -5.7% | +2.9% | -1.5% |
| 30D | +5.0% | -11.5% | +16.5% | +7.9% |
| 3M | +24.1% | -9.5% | +33.6% | +26.5% |
| 6M | -7.4% | -16.0% | +8.6% | -3.9% |
| YTD | +10.2% | -25.4% | +35.6% | +17.4% |
| 1Y | +42.5% | -21.8% | +64.3% | +49.6% |
| 3Y | +285.7% | +7.0% | +278.7% | +265.6% |
| 5Y | +231.9% | -26.0% | +257.8% | +232.0% |
| 10Y | +230.0% | +358.9% | -129.0% | +107.7% |
| All | +74.5% | +1,809.9% | -1,735.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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