+215.1%
GDXJ vs IT
+103.1%
+112.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.5% |
| 7D | -2.8% | -3.7% | +0.9% | -2.4% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +24.1% | +20.7% | +3.4% | +20.8% |
| 6M | -7.4% | +12.0% | -19.3% | -9.5% |
| YTD | +10.2% | -28.8% | +39.0% | +14.4% |
| 1Y | +42.5% | -25.5% | +68.1% | +46.3% |
| 3Y | +285.7% | -48.8% | +334.5% | +316.5% |
| 5Y | +231.9% | -42.7% | +274.6% | +247.7% |
| All | +215.1% | +103.1% | +112.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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