+422.6%
EWY vs GDXJ
+69.0%
+353.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.4% |
| 7D | +1.2% | -6.2% | +7.4% | +2.5% |
| 30D | +9.3% | +4.6% | +4.7% | +8.2% |
| 3M | +2.4% | +31.3% | -28.8% | -2.9% |
| 6M | +40.3% | -10.7% | +51.0% | +43.0% |
| YTD | +88.0% | +9.1% | +78.9% | +84.7% |
| 1Y | +143.8% | +44.1% | +99.7% | +127.0% |
| 3Y | +217.8% | +285.4% | -67.6% | +146.5% |
| 5Y | +142.7% | +228.4% | -85.7% | +90.1% |
| 10Y | +291.7% | +226.5% | +65.2% | +188.6% |
| All | +422.6% | +69.0% | +353.7% | +306.7% |
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