+236.7%
INTU vs GDXJ
+245.9%
-9.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +0.1% | -8.1% | +8.2% | +1.0% |
| 30D | +10.1% | -5.5% | +15.5% | +10.5% |
| 3M | -4.2% | -14.6% | +10.4% | -2.9% |
| 6M | -7.2% | -23.2% | +16.0% | -5.2% |
| YTD | -47.7% | -13.0% | -34.7% | -48.2% |
| 1Y | -46.7% | +2.8% | -49.4% | -48.6% |
| 3Y | -34.1% | +221.5% | -255.5% | -48.1% |
| 5Y | -43.3% | +123.4% | -166.6% | -53.9% |
| All | +236.7% | +245.9% | -9.2% | +170.6% |
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