+59.7%
GDXJ vs IWF
+10.9%
+48.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | +0.5% | -0.4% | -0.5% |
| 30D | +17.9% | -0.4% | +18.2% | +18.6% |
| 3M | +15.3% | -2.6% | +17.9% | +20.9% |
| 6M | -9.4% | +9.1% | -18.6% | -18.7% |
| YTD | +13.4% | +4.5% | +8.9% | +6.5% |
| 1Y | +59.7% | +10.1% | +49.6% | +31.7% |
| All | +59.7% | +10.9% | +48.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling