-10.5%
ISRG vs GDXJ
+19.5%
-30.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.6% | -0.2% | +8.2% |
| 7D | +8.5% | -0.2% | +8.7% | +8.3% |
| 30D | +18.6% | -7.6% | +26.2% | +19.2% |
| 3M | +30.9% | +2.3% | +28.6% | +29.0% |
| 6M | +6.6% | -7.8% | +14.4% | +5.9% |
| YTD | -14.9% | -8.4% | -6.5% | -16.7% |
| 1Y | -10.5% | +21.8% | -32.3% | -19.6% |
| All | -10.5% | +19.5% | -30.0% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling