+242.0%
GDXJ vs IWD
+85.4%
+156.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +11.8% | +1.6% | +10.2% | +9.7% |
| 30D | -7.1% | +3.6% | -10.7% | -11.0% |
| 3M | -10.5% | +2.0% | -12.6% | -12.5% |
| 6M | -15.5% | +13.1% | -28.6% | -26.3% |
| YTD | -6.6% | +26.2% | -32.8% | -26.4% |
| 1Y | +11.3% | +29.6% | -18.2% | -14.1% |
| 3Y | +242.0% | +84.3% | +157.6% | +48.1% |
| All | +242.0% | +85.4% | +156.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling