+215.1%
GDXJ vs ITOT
+303.4%
-88.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.2% |
| 30D | +5.0% | -1.5% | +6.4% | +6.1% |
| 3M | +24.1% | +3.6% | +20.5% | +21.6% |
| 6M | -7.4% | +13.7% | -21.0% | -13.8% |
| YTD | +10.2% | +12.9% | -2.7% | +3.2% |
| 1Y | +42.5% | +17.2% | +25.4% | +30.7% |
| 3Y | +285.7% | +75.6% | +210.1% | +175.5% |
| 5Y | +231.9% | +75.5% | +156.4% | +134.0% |
| All | +215.1% | +303.4% | -88.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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