+72.7%
GDXJ vs ITOT
+800.2%
-727.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.5% |
| 7D | -6.2% | -2.0% | -4.2% | -4.8% |
| 30D | +4.6% | -2.0% | +6.6% | +6.2% |
| 3M | +31.3% | +4.5% | +26.7% | +27.6% |
| 6M | -10.7% | +12.6% | -23.3% | -16.9% |
| YTD | +9.1% | +12.0% | -2.9% | +2.1% |
| 1Y | +44.1% | +17.3% | +26.9% | +31.0% |
| 3Y | +285.4% | +75.2% | +210.1% | +164.3% |
| 5Y | +228.4% | +74.0% | +154.4% | +124.2% |
| 10Y | +226.5% | +298.6% | -72.1% | +20.1% |
| All | +72.7% | +800.2% | -727.5% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling