+357.7%
IGV vs GDXJ
+237.3%
+120.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | -1.5% | +5.0% | -6.5% | -2.3% |
| 3M | +11.7% | +24.1% | -12.4% | +7.9% |
| 6M | +18.4% | -7.4% | +25.8% | +18.5% |
| YTD | -3.9% | +10.2% | -14.1% | -6.7% |
| 1Y | -9.7% | +42.5% | -52.2% | -15.8% |
| 3Y | +38.4% | +285.7% | -247.3% | +10.1% |
| 5Y | +21.6% | +231.9% | -210.3% | -3.0% |
| All | +357.7% | +237.3% | +120.5% | +269.6% |
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 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