+147.3%
IBM vs GDXJ
+245.9%
-98.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | -8.1% | +9.7% | +2.3% |
| 30D | +9.2% | -5.5% | +14.7% | +9.6% |
| 3M | +4.9% | -14.6% | +19.5% | +6.1% |
| 6M | +16.8% | -23.2% | +40.0% | +18.9% |
| YTD | -14.3% | -13.0% | -1.3% | -14.6% |
| 1Y | -16.7% | +2.8% | -19.5% | -18.5% |
| 3Y | +82.2% | +221.5% | -139.2% | +55.8% |
| 5Y | +149.9% | +123.4% | +26.6% | +118.2% |
| All | +147.3% | +245.9% | -98.7% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling