+233.7%
GDXJ vs ACWI
+220.7%
+13.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.5% |
| 7D | +11.8% | -0.2% | +11.9% | +12.0% |
| 30D | -7.1% | -3.3% | -3.8% | -4.0% |
| 3M | -10.5% | -3.4% | -7.1% | -7.1% |
| 6M | -15.5% | +0.8% | -16.3% | -14.8% |
| YTD | -6.6% | +10.7% | -17.3% | -12.1% |
| 1Y | +11.3% | +11.6% | -0.3% | +4.3% |
| 3Y | +242.0% | +73.4% | +168.6% | +126.4% |
| 5Y | +147.7% | +60.2% | +87.5% | +71.8% |
| 10Y | +233.7% | +221.6% | +12.1% | +14.5% |
| All | +233.7% | +220.7% | +13.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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