+228.4%
GDXJ vs IRM
+186.9%
+41.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -6.2% | -1.8% | -4.4% | -5.5% |
| 30D | +4.6% | -7.8% | +12.4% | +7.9% |
| 3M | +31.3% | -7.9% | +39.1% | +35.2% |
| 6M | -10.7% | +6.3% | -17.0% | -12.9% |
| YTD | +9.1% | +38.2% | -29.1% | -4.3% |
| 1Y | +44.1% | +19.8% | +24.3% | +33.2% |
| 3Y | +285.4% | +98.8% | +186.6% | +171.0% |
| 5Y | +228.4% | +191.8% | +36.6% | +99.7% |
| All | +228.4% | +186.9% | +41.5% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling