+237.9%
GDXJ vs IR
+332.9%
-95.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -8.1% | +2.5% | -10.6% | -8.6% |
| 30D | -5.5% | +9.2% | -14.6% | -7.4% |
| 3M | -14.6% | +0.9% | -15.5% | -14.8% |
| 6M | -23.2% | +19.2% | -42.4% | -26.2% |
| YTD | -13.0% | +7.5% | -20.4% | -14.4% |
| 1Y | +2.8% | +11.7% | -9.0% | +0.3% |
| 3Y | +221.5% | +23.9% | +197.6% | +203.3% |
| 5Y | +123.4% | +46.4% | +77.0% | +100.3% |
| All | +237.9% | +332.9% | -95.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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