+64.8%
EFA vs GDXJ
+285.5%
-220.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.5% | -2.8% | +1.3% | -1.0% |
| 30D | -1.7% | +5.0% | -6.6% | -2.7% |
| 3M | +3.5% | +24.1% | -20.6% | -1.2% |
| 6M | +9.5% | -7.4% | +16.8% | +9.4% |
| YTD | +12.9% | +10.2% | +2.6% | +8.7% |
| 1Y | +18.2% | +42.5% | -24.3% | +7.7% |
| 3Y | +64.8% | +285.7% | -220.9% | +21.0% |
| All | +64.8% | +285.5% | -220.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling