+826.3%
IVV vs GDXJ
+53.9%
+772.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.8% |
| 7D | +0.1% | +16.4% | -16.3% | -1.5% |
| 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% | +3.0% |
| YTD | +11.3% | -0.6% | +11.9% | +9.9% |
| 1Y | +13.4% | +24.3% | -10.9% | +9.5% |
| 3Y | +80.3% | +257.4% | -177.1% | +54.5% |
| 5Y | +72.7% | +166.5% | -93.8% | +50.2% |
| 10Y | +309.6% | +228.5% | +81.1% | +239.9% |
| All | +826.3% | +53.9% | +772.3% | +686.4% |
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