+79.5%
GDXJ vs ILMN
+576.5%
-497.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +15.3% | +29.8% | -14.5% | +10.5% |
| 6M | -9.4% | +69.2% | -78.6% | -17.1% |
| YTD | +13.4% | +66.4% | -53.0% | +3.9% |
| 1Y | +59.7% | +123.4% | -63.7% | +38.8% |
| 3Y | +283.6% | +33.2% | +250.4% | +253.9% |
| 5Y | +217.6% | -52.0% | +269.6% | +232.2% |
| 10Y | +225.7% | +33.6% | +192.1% | +184.9% |
| All | +79.5% | +576.5% | -497.0% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling