+233.7%
GDXJ vs ILMN
+64.4%
+169.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.5% |
| 7D | +11.8% | -9.8% | +21.6% | +13.8% |
| 30D | -7.1% | -22.7% | +15.6% | -2.9% |
| 3M | -10.5% | +12.1% | -22.6% | -12.9% |
| 6M | -15.5% | +51.5% | -67.0% | -22.4% |
| YTD | -6.6% | +63.9% | -70.4% | -15.7% |
| 1Y | +11.3% | +76.6% | -65.2% | -0.9% |
| 3Y | +242.0% | +124.6% | +117.4% | +182.5% |
| 5Y | +147.7% | -42.7% | +190.4% | +152.2% |
| 10Y | +233.7% | +59.7% | +174.0% | +207.0% |
| All | +233.7% | +64.4% | +169.3% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling