+326.3%
GDX vs EWJ
+126.4%
+199.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -6.8% | +4.0% | -10.8% | -9.0% |
| 30D | -2.1% | -4.3% | +2.1% | +0.6% |
| 3M | -7.5% | -6.8% | -0.7% | -3.2% |
| 6M | -15.2% | -0.9% | -14.3% | -14.1% |
| YTD | -4.8% | +14.3% | -19.1% | -10.3% |
| 1Y | +6.7% | +15.3% | -8.6% | +0.1% |
| 3Y | +212.7% | +65.6% | +147.1% | +142.2% |
| 5Y | +151.7% | +47.5% | +104.2% | +99.0% |
| All | +326.3% | +126.4% | +199.9% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling