+77.5%
GDXJ vs IT
+778.8%
-701.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | 0.0% |
| 7D | +4.3% | -9.1% | +13.4% | +5.9% |
| 30D | +8.4% | -7.0% | +15.4% | +9.6% |
| 3M | +25.5% | +7.6% | +17.9% | +22.9% |
| 6M | -6.3% | +2.1% | -8.5% | -8.2% |
| YTD | +12.1% | -31.6% | +43.7% | +17.8% |
| 1Y | +51.1% | -29.9% | +81.0% | +57.0% |
| 3Y | +296.1% | -51.3% | +347.3% | +336.0% |
| 5Y | +228.1% | -44.8% | +272.9% | +246.8% |
| 10Y | +211.8% | +91.4% | +120.4% | +131.6% |
| All | +77.5% | +778.8% | -701.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling