+21.6%
GDXJ vs IRE
-97.3%
+118.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.2% |
| 7D | +16.4% | -15.5% | +31.9% | +15.7% |
| 30D | -1.2% | -70.4% | +69.2% | +7.2% |
| 3M | -3.9% | -81.6% | +77.7% | +7.4% |
| 6M | -10.2% | -94.7% | +84.5% | +6.7% |
| YTD | -0.6% | -91.8% | +91.1% | +10.4% |
| 1Y | +24.3% | -97.6% | +121.9% | +38.1% |
| All | +21.6% | -97.3% | +118.9% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling