+1,070.8%
IGV vs GDXJ
+73.6%
+997.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.7% |
| 7D | -3.3% | +4.3% | -7.6% | -3.8% |
| 30D | 0.0% | +8.4% | -8.5% | -1.1% |
| 3M | +7.3% | +25.5% | -18.2% | +4.1% |
| 6M | +16.7% | -6.3% | +23.1% | +16.6% |
| YTD | -2.8% | +12.1% | -14.9% | -5.4% |
| 1Y | -6.7% | +51.1% | -57.7% | -12.6% |
| 3Y | +41.1% | +296.1% | -254.9% | +16.4% |
| 5Y | +22.0% | +228.1% | -206.1% | +1.5% |
| 10Y | +357.9% | +211.8% | +146.1% | +270.9% |
| All | +1,070.8% | +73.6% | +997.2% | +877.5% |
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