+526.2%
IWM vs GDXJ
+75.7%
+450.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -1.3% | +17.9% | -19.1% | -3.6% |
| 3M | +1.6% | +15.3% | -13.7% | -0.8% |
| 6M | +13.6% | -9.4% | +23.0% | +14.1% |
| YTD | +20.8% | +13.4% | +7.3% | +17.2% |
| 1Y | +26.4% | +59.7% | -33.2% | +16.8% |
| 3Y | +60.7% | +283.6% | -222.9% | +30.3% |
| 5Y | +38.2% | +217.6% | -179.4% | +13.0% |
| 10Y | +169.5% | +225.7% | -56.2% | +110.8% |
| All | +526.2% | +75.7% | +450.5% | +406.1% |
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