+240.1%
GDXJ vs IWD
+195.0%
+45.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.8% |
| 30D | +8.8% | -1.6% | +10.5% | +10.1% |
| 3M | +29.8% | +7.0% | +22.8% | +24.3% |
| 6M | -5.8% | +17.0% | -22.8% | -14.6% |
| YTD | +13.6% | +21.6% | -8.0% | +0.8% |
| 1Y | +54.5% | +28.0% | +26.5% | +32.8% |
| 3Y | +301.4% | +70.6% | +230.8% | +188.5% |
| 5Y | +236.3% | +73.3% | +163.0% | +139.9% |
| 10Y | +240.1% | +200.5% | +39.6% | +71.1% |
| All | +240.1% | +195.0% | +45.1% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling