+72.7%
IVV vs GDXJ
+169.6%
-96.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.6% |
| 7D | +0.1% | +16.4% | -16.3% | -2.1% |
| 30D | -3.3% | -1.2% | -2.1% | -3.3% |
| 3M | -2.4% | -3.9% | +1.5% | -2.3% |
| 6M | +2.6% | -10.2% | +12.8% | +3.2% |
| YTD | +11.3% | -0.6% | +11.9% | +9.0% |
| 1Y | +13.4% | +24.3% | -10.9% | +7.2% |
| 3Y | +80.3% | +257.4% | -177.1% | +38.3% |
| 5Y | +72.7% | +166.5% | -93.8% | +38.3% |
| All | +72.7% | +169.6% | -96.9% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling