+215.1%
GDXJ vs IRM
+440.8%
-225.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | +5.0% | -7.4% | +12.3% | +7.5% |
| 3M | +24.1% | -7.4% | +31.4% | +26.9% |
| 6M | -7.4% | +8.7% | -16.0% | -9.9% |
| YTD | +10.2% | +40.9% | -30.7% | -1.7% |
| 1Y | +42.5% | +20.5% | +22.0% | +33.4% |
| 3Y | +285.7% | +101.7% | +184.0% | +198.8% |
| 5Y | +231.9% | +197.7% | +34.2% | +127.8% |
| All | +215.1% | +440.8% | -225.7% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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