-2.5%
IBM vs GDXJ
+58.9%
-61.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +0.3% | +17.9% | -17.6% | +0.2% |
| 3M | -21.6% | +15.3% | -36.9% | -21.2% |
| 6M | -4.7% | -9.4% | +4.7% | -4.7% |
| YTD | -19.1% | +13.4% | -32.5% | -20.3% |
| 1Y | -2.5% | +59.7% | -62.2% | -7.6% |
| All | -2.5% | +58.9% | -61.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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