+79.5%
GDXJ vs IWD
+548.2%
-468.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | +0.2% | -0.3% | +0.4% | +0.4% |
| 30D | +17.9% | +0.6% | +17.3% | +17.4% |
| 3M | +15.3% | +7.2% | +8.1% | +9.9% |
| 6M | -9.4% | +16.2% | -25.7% | -18.2% |
| YTD | +13.4% | +23.3% | -9.9% | -1.6% |
| 1Y | +59.7% | +29.6% | +30.1% | +33.9% |
| 3Y | +283.6% | +70.5% | +213.1% | +164.6% |
| 5Y | +217.6% | +73.5% | +144.1% | +117.0% |
| 10Y | +225.7% | +198.3% | +27.3% | +45.2% |
| All | +79.5% | +548.2% | -468.7% | -65.8% |
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