+72.7%
GDXJ vs ITW
+694.3%
-621.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.2% |
| 7D | -6.2% | -2.4% | -3.8% | -5.3% |
| 30D | +4.6% | -9.5% | +14.2% | +8.9% |
| 3M | +31.3% | +6.6% | +24.6% | +27.7% |
| 6M | -10.7% | -1.8% | -8.9% | -10.1% |
| YTD | +9.1% | +9.0% | +0.1% | +5.2% |
| 1Y | +44.1% | +3.6% | +40.6% | +41.5% |
| 3Y | +285.4% | +19.4% | +266.0% | +252.3% |
| 5Y | +228.4% | +36.4% | +192.0% | +180.2% |
| 10Y | +226.5% | +190.0% | +36.6% | +92.5% |
| All | +72.7% | +694.3% | -621.6% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling