+301.1%
GDXJ vs ILMN
+41.2%
+259.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +0.2% | +1.2% | -1.0% | 0.0% |
| 30D | +17.9% | +9.2% | +8.7% | +16.1% |
| 3M | +15.3% | +29.8% | -14.5% | +10.4% |
| 6M | -9.4% | +69.2% | -78.6% | -17.0% |
| YTD | +13.4% | +66.4% | -53.0% | +4.0% |
| 1Y | +59.7% | +123.4% | -63.7% | +39.8% |
| All | +301.1% | +41.2% | +259.9% | +254.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling