+147.5%
IBM vs GDXJ
+125.9%
+21.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.2% | -1.1% |
| 7D | -0.3% | -4.9% | +4.6% | 0.0% |
| 30D | +6.8% | -10.0% | +16.7% | +7.5% |
| 3M | +4.4% | -16.6% | +21.0% | +5.6% |
| 6M | +13.2% | -23.3% | +36.5% | +15.2% |
| YTD | -15.1% | -12.4% | -2.7% | -15.6% |
| 1Y | -20.2% | +0.5% | -20.7% | -21.8% |
| 3Y | +79.3% | +220.5% | -141.2% | +52.3% |
| 5Y | +147.5% | +124.7% | +22.7% | +118.2% |
| All | +147.5% | +125.9% | +21.5% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling