+233.2%
GDXJ vs ACWI
+225.4%
+7.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.2% |
| 7D | -4.9% | +2.7% | -7.6% | -7.2% |
| 30D | -10.0% | -2.6% | -7.4% | -7.5% |
| 3M | -16.6% | -3.2% | -13.5% | -13.7% |
| 6M | -23.3% | +1.9% | -25.2% | -23.4% |
| YTD | -12.4% | +11.3% | -23.8% | -18.0% |
| 1Y | +0.5% | +11.7% | -11.2% | -6.0% |
| 3Y | +220.5% | +74.4% | +146.1% | +111.2% |
| 5Y | +124.7% | +59.5% | +65.2% | +56.2% |
| All | +233.2% | +225.4% | +7.8% | +19.8% |
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