+240.1%
GDXJ vs ILMN
+25.5%
+214.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.9% |
| 7D | +0.9% | -3.9% | +4.8% | +1.7% |
| 30D | +8.8% | +6.9% | +1.9% | +7.7% |
| 3M | +29.8% | +28.1% | +1.7% | +24.1% |
| 6M | -5.8% | +65.0% | -70.8% | -14.2% |
| YTD | +13.6% | +56.3% | -42.7% | +4.3% |
| 1Y | +54.5% | +108.7% | -54.2% | +33.9% |
| 3Y | +301.4% | +33.1% | +268.3% | +267.9% |
| 5Y | +236.3% | -54.1% | +290.5% | +257.4% |
| 10Y | +240.1% | +27.8% | +212.3% | +176.6% |
| All | +240.1% | +25.5% | +214.6% | +176.6% |
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