+74.5%
GDXJ vs IJH
+574.5%
-500.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -2.8% | -1.9% | -0.9% | -1.6% |
| 30D | +5.0% | -4.6% | +9.6% | +8.3% |
| 3M | +24.1% | -1.2% | +25.2% | +25.3% |
| 6M | -7.4% | +9.4% | -16.8% | -11.5% |
| YTD | +10.2% | +13.3% | -3.1% | +3.3% |
| 1Y | +42.5% | +13.4% | +29.2% | +33.6% |
| 3Y | +285.7% | +50.4% | +235.3% | +201.1% |
| 5Y | +231.9% | +49.0% | +182.9% | +158.3% |
| 10Y | +230.0% | +182.6% | +47.4% | +60.2% |
| All | +74.5% | +574.5% | -500.0% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling