+845.4%
IVV vs GDXJ
+75.7%
+769.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.1% | +17.9% | -17.8% | -1.7% |
| 3M | +2.0% | +15.3% | -13.3% | +0.1% |
| 6M | +13.0% | -9.4% | +22.5% | +13.3% |
| YTD | +13.6% | +13.4% | +0.2% | +10.9% |
| 1Y | +20.1% | +59.7% | -39.6% | +13.0% |
| 3Y | +77.6% | +283.6% | -206.0% | +51.3% |
| 5Y | +82.5% | +217.6% | -135.1% | +56.2% |
| 10Y | +316.5% | +225.7% | +90.9% | +245.1% |
| All | +845.4% | +75.7% | +769.7% | +693.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling