+258.1%
GDX vs EWJ
+70.3%
+187.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | +1.9% | +1.0% | +0.9% | +1.0% |
| 30D | +9.9% | +1.0% | +8.9% | +9.0% |
| 3M | +28.2% | +7.2% | +21.0% | +21.3% |
| 6M | -2.9% | +13.9% | -16.8% | -11.5% |
| YTD | +16.0% | +20.8% | -4.8% | +2.6% |
| 1Y | +49.9% | +26.4% | +23.5% | +29.0% |
| All | +258.1% | +70.3% | +187.9% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling