+322.1%
IVV vs GDXJ
+222.0%
+100.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -1.4% | +8.8% | -10.2% | -2.4% |
| 3M | +3.7% | +29.8% | -26.1% | +0.2% |
| 6M | +13.0% | -5.8% | +18.9% | +12.9% |
| YTD | +12.4% | +13.6% | -1.1% | +9.4% |
| 1Y | +18.6% | +54.5% | -35.9% | +11.0% |
| 3Y | +78.1% | +301.4% | -223.3% | +47.3% |
| 5Y | +82.3% | +236.3% | -154.1% | +51.3% |
| 10Y | +322.1% | +240.1% | +82.0% | +251.0% |
| All | +322.1% | +222.0% | +100.1% | +251.0% |
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