+38.6%
GDXJ vs ILMN
+549.6%
-511.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.4% |
| 7D | -4.9% | +0.7% | -5.7% | -5.0% |
| 30D | -10.0% | -22.7% | +12.8% | -6.4% |
| 3M | -16.6% | +8.6% | -25.3% | -18.2% |
| 6M | -23.3% | +43.8% | -67.1% | -28.2% |
| YTD | -12.4% | +59.8% | -72.2% | -19.7% |
| 1Y | +0.5% | +71.8% | -71.3% | -8.9% |
| 3Y | +220.5% | +119.0% | +101.5% | +172.1% |
| 5Y | +124.7% | -43.8% | +168.5% | +128.6% |
| 10Y | +240.2% | +56.4% | +183.8% | +191.1% |
| All | +38.6% | +549.6% | -511.0% | -20.9% |
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