+215.1%
GDXJ vs IWF
+422.7%
-207.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | +5.0% | -1.7% | +6.7% | +6.0% |
| 3M | +24.1% | +0.7% | +23.4% | +23.9% |
| 6M | -7.4% | +8.6% | -15.9% | -10.4% |
| YTD | +10.2% | +3.5% | +6.7% | +9.2% |
| 1Y | +42.5% | +7.0% | +35.5% | +39.1% |
| 3Y | +285.7% | +76.3% | +209.4% | +190.2% |
| 5Y | +231.9% | +74.8% | +157.1% | +144.6% |
| All | +215.1% | +422.7% | -207.6% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling