+374.7%
ISRG vs GDXJ
+233.7%
+141.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.7% |
| 7D | -2.5% | -6.2% | +3.7% | -1.6% |
| 30D | -10.2% | +4.6% | -14.8% | -11.0% |
| 3M | -12.5% | +31.3% | -43.8% | -16.7% |
| 6M | -25.8% | -10.7% | -15.1% | -25.3% |
| YTD | -36.4% | +9.1% | -45.4% | -38.4% |
| 1Y | -19.9% | +44.1% | -64.0% | -26.3% |
| 3Y | +20.9% | +285.4% | -264.5% | -7.3% |
| 5Y | +5.7% | +228.4% | -222.7% | -18.3% |
| All | +374.7% | +233.7% | +141.0% | +266.6% |
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