+242.5%
IBM vs GDXJ
+75.7%
+166.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +0.3% | +17.9% | -17.6% | -1.0% |
| 3M | -21.6% | +15.3% | -36.9% | -22.7% |
| 6M | -4.7% | -9.4% | +4.7% | -4.5% |
| YTD | -19.1% | +13.4% | -32.5% | -20.7% |
| 1Y | -2.5% | +59.7% | -62.2% | -7.4% |
| 3Y | +74.2% | +283.6% | -209.4% | +52.6% |
| 5Y | +113.1% | +217.6% | -104.5% | +87.4% |
| 10Y | +133.5% | +225.7% | -92.1% | +99.0% |
| All | +242.5% | +75.7% | +166.8% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling