+39.0%
GDXJ vs IRE
-84.0%
+123.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +2.0% |
| 7D | +0.9% | +29.0% | -28.1% | -1.6% |
| 30D | +8.8% | +24.2% | -15.4% | +5.7% |
| 3M | +29.8% | -53.2% | +83.0% | +33.1% |
| 6M | -5.8% | -36.0% | +30.2% | -9.6% |
| YTD | +13.6% | -51.0% | +64.6% | +10.9% |
| All | +39.0% | -84.0% | +123.0% | +36.1% |
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