+120.6%
IBM vs GDXJ
+229.7%
-109.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +3.3% |
| 7D | +3.6% | +0.9% | +2.6% | +3.5% |
| 30D | +1.5% | +8.8% | -7.3% | +0.8% |
| 3M | -12.9% | +29.8% | -42.8% | -14.9% |
| 6M | -3.9% | -5.8% | +1.9% | -3.8% |
| YTD | -17.3% | +13.6% | -30.9% | -19.2% |
| 1Y | -5.0% | +54.5% | -59.5% | -10.5% |
| 3Y | +78.2% | +301.4% | -223.2% | +49.0% |
| 5Y | +120.6% | +236.3% | -115.7% | +84.3% |
| All | +120.6% | +229.7% | -109.1% | +84.3% |
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 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