+12.4%
GDXJ vs IRE
-97.5%
+109.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.1% | -13.8% | -2.7% |
| 7D | +0.3% | -15.1% | +15.4% | +0.4% |
| 30D | -7.4% | -71.4% | +63.9% | +0.6% |
| 3M | -11.9% | -81.2% | +69.3% | -1.8% |
| 6M | -19.3% | -93.7% | +74.4% | -5.4% |
| YTD | -8.1% | -92.2% | +84.1% | +2.5% |
| 1Y | +9.1% | -97.3% | +106.3% | +21.8% |
| All | +12.4% | -97.5% | +109.9% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling