+21.8%
GDXJ vs IWD
+33.0%
-11.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +3.0% |
| 7D | -0.2% | +2.5% | -2.7% | -6.1% |
| 30D | -7.6% | +6.0% | -13.6% | -19.9% |
| 3M | +2.3% | +3.8% | -1.5% | -6.5% |
| 6M | -7.8% | +16.3% | -24.2% | -36.2% |
| YTD | -8.4% | +27.5% | -35.9% | -46.5% |
| 1Y | +21.8% | +32.8% | -11.0% | -34.4% |
| All | +21.8% | +33.0% | -11.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling