+240.1%
GDXJ vs ACWI
+226.5%
+13.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | +0.9% | 0.0% | +0.9% | +1.0% |
| 30D | +8.8% | -0.6% | +9.4% | +9.5% |
| 3M | +29.8% | +4.3% | +25.6% | +25.9% |
| 6M | -5.8% | +12.7% | -18.5% | -13.7% |
| YTD | +13.6% | +13.9% | -0.3% | +3.6% |
| 1Y | +54.5% | +20.5% | +34.0% | +35.0% |
| 3Y | +301.4% | +76.5% | +224.9% | +158.6% |
| 5Y | +236.3% | +67.5% | +168.8% | +122.9% |
| 10Y | +240.1% | +231.8% | +8.2% | +15.2% |
| All | +240.1% | +226.5% | +13.6% | +15.2% |
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