-5.8%
GDXJ vs IYR
+3.8%
-9.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +2.3% |
| 7D | +0.9% | -0.9% | +1.9% | +1.7% |
| 30D | +8.8% | -2.4% | +11.2% | +11.0% |
| 3M | +29.8% | -2.0% | +31.9% | +30.7% |
| 6M | -5.8% | +2.5% | -8.3% | -11.8% |
| All | -5.8% | +3.8% | -9.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 6mo: compounded portfolio wealth divided by compounded IYR 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…
6mo analysis · Full analysis span regression · 6 months rolling