+285.7%
GDXJ vs IT
-49.4%
+335.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.9% |
| 7D | -2.8% | -3.7% | +0.9% | -2.7% |
| 30D | +5.0% | +0.1% | +4.9% | +5.0% |
| 3M | +24.1% | +20.7% | +3.4% | +23.9% |
| 6M | -7.4% | +12.0% | -19.3% | -7.2% |
| YTD | +10.2% | -28.8% | +39.0% | +14.7% |
| 1Y | +42.5% | -25.5% | +68.1% | +47.0% |
| 3Y | +285.7% | -48.8% | +334.5% | +315.8% |
| All | +285.7% | -49.4% | +335.1% | +315.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling