+21.2%
IGV vs GDXJ
+221.5%
-200.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | -5.4% | -6.2% | +0.8% | -4.3% |
| 30D | -2.6% | +4.6% | -7.3% | -3.6% |
| 3M | +10.5% | +31.3% | -20.7% | +4.6% |
| 6M | +18.2% | -10.7% | +28.9% | +19.2% |
| YTD | -4.2% | +9.1% | -13.3% | -7.9% |
| 1Y | -9.8% | +44.1% | -53.9% | -18.6% |
| 3Y | +39.1% | +285.4% | -246.3% | -1.5% |
| 5Y | +21.2% | +228.4% | -207.2% | -12.9% |
| All | +21.2% | +221.5% | -200.3% | -12.9% |
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