+215.1%
GDXJ vs ITW
+194.8%
+20.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +5.0% | -8.3% | +13.3% | +8.1% |
| 3M | +24.1% | +6.0% | +18.0% | +21.4% |
| 6M | -7.4% | 0.0% | -7.3% | -7.5% |
| YTD | +10.2% | +10.2% | 0.0% | +6.6% |
| 1Y | +42.5% | +3.2% | +39.3% | +40.6% |
| 3Y | +285.7% | +21.0% | +264.7% | +256.4% |
| 5Y | +231.9% | +37.9% | +193.9% | +189.6% |
| All | +215.1% | +194.8% | +20.3% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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