+340.3%
GDXJ vs IR
+288.5%
+51.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +0.2% | -2.8% | +3.0% | +0.8% |
| 30D | +17.9% | -15.1% | +33.0% | +22.2% |
| 3M | +15.3% | +6.1% | +9.2% | +13.7% |
| 6M | -9.4% | -16.8% | +7.4% | -6.0% |
| YTD | +13.4% | -3.5% | +16.9% | +14.4% |
| 1Y | +59.7% | -3.5% | +63.1% | +60.8% |
| 3Y | +283.6% | +9.5% | +274.1% | +271.8% |
| 5Y | +217.6% | +45.1% | +172.5% | +187.9% |
| All | +340.3% | +288.5% | +51.8% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling