+228.1%
GDXJ vs IWD
+73.8%
+154.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.5% |
| 30D | +8.4% | -0.8% | +9.2% | +9.4% |
| 3M | +25.5% | +8.0% | +17.5% | +16.1% |
| 6M | -6.3% | +18.2% | -24.5% | -20.2% |
| YTD | +12.1% | +22.3% | -10.2% | -7.2% |
| 1Y | +51.1% | +28.9% | +22.2% | +19.3% |
| 3Y | +296.1% | +71.5% | +224.5% | +134.0% |
| 5Y | +228.1% | +73.6% | +154.5% | +90.9% |
| All | +228.1% | +73.8% | +154.3% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling