+488.6%
IWM vs GDXJ
+34.8%
+453.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | -8.1% | +9.5% | +2.6% |
| 30D | +2.3% | -5.5% | +7.7% | +2.9% |
| 3M | -8.3% | -14.6% | +6.2% | -6.7% |
| 6M | -1.3% | -23.2% | +21.9% | +1.4% |
| YTD | +13.5% | -13.0% | +26.5% | +13.9% |
| 1Y | +18.4% | +2.8% | +15.7% | +16.0% |
| 3Y | +69.6% | +221.5% | -151.9% | +40.8% |
| 5Y | +23.3% | +123.4% | -100.1% | +5.3% |
| 10Y | +147.0% | +238.2% | -91.2% | +93.4% |
| All | +488.6% | +34.8% | +453.8% | +391.8% |
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