+123.6%
GDXJ vs IRM
+187.5%
-63.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -8.1% | +6.8% | -14.9% | -10.6% |
| 30D | -5.5% | +2.6% | -8.1% | -6.8% |
| 3M | -14.6% | -9.5% | -5.1% | -11.5% |
| 6M | -23.2% | -8.5% | -14.7% | -20.7% |
| YTD | -13.0% | +40.3% | -53.2% | -24.5% |
| 1Y | +2.8% | +28.7% | -25.9% | -7.9% |
| 3Y | +221.5% | +111.8% | +109.7% | +117.4% |
| All | +123.6% | +187.5% | -63.8% | +40.3% |
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