+59.7%
GDXJ vs IJH
+18.2%
+41.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +17.9% | -1.5% | +19.4% | +21.1% |
| 3M | +15.3% | +0.8% | +14.5% | +14.5% |
| 6M | -9.4% | +7.6% | -17.0% | -18.2% |
| YTD | +13.4% | +15.5% | -2.1% | -4.8% |
| 1Y | +59.7% | +16.9% | +42.8% | +32.6% |
| All | +59.7% | +18.2% | +41.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling