+228.4%
GDXJ vs IT
-46.1%
+274.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -6.2% | -12.7% | +6.5% | -4.8% |
| 30D | +4.6% | -8.9% | +13.5% | +5.7% |
| 3M | +31.3% | +10.1% | +21.1% | +29.4% |
| 6M | -10.7% | +7.3% | -17.9% | -12.1% |
| YTD | +9.1% | -32.4% | +41.4% | +15.9% |
| 1Y | +44.1% | -26.6% | +70.8% | +49.5% |
| 3Y | +285.4% | -51.8% | +337.2% | +330.5% |
| 5Y | +228.4% | -45.6% | +274.0% | +242.9% |
| All | +228.4% | -46.1% | +274.5% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling