+21.8%
GDXJ vs IRE
-97.6%
+119.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -23.2% | +32.9% | +11.8% |
| 7D | -0.2% | -46.8% | +46.7% | +5.1% |
| 30D | -7.6% | -75.5% | +67.9% | +3.9% |
| 3M | +2.3% | -79.4% | +81.7% | +15.2% |
| 6M | -7.8% | -91.3% | +83.5% | +6.6% |
| YTD | -8.4% | -90.8% | +82.4% | +1.6% |
| 1Y | +21.8% | -97.7% | +119.5% | +46.6% |
| All | +21.8% | -97.6% | +119.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling