+37.8%
GDXJ vs IWD
+564.9%
-527.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -8.1% | +2.3% | -10.4% | -9.6% |
| 30D | -5.5% | +3.6% | -9.1% | -7.8% |
| 3M | -14.6% | +2.2% | -16.7% | -15.7% |
| 6M | -23.2% | +13.0% | -36.2% | -29.4% |
| YTD | -13.0% | +26.5% | -39.5% | -25.8% |
| 1Y | +2.8% | +30.1% | -27.4% | -14.0% |
| 3Y | +221.5% | +84.9% | +136.6% | +109.7% |
| 5Y | +123.4% | +73.4% | +50.0% | +52.7% |
| 10Y | +238.2% | +204.0% | +34.1% | +48.7% |
| All | +37.8% | +564.9% | -527.1% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling