+301.1%
GDXJ vs ACWI
+78.9%
+222.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | +0.5% | -0.3% | -0.4% |
| 30D | +17.9% | +0.9% | +17.0% | +16.7% |
| 3M | +15.3% | +2.4% | +12.9% | +12.7% |
| 6M | -9.4% | +12.4% | -21.8% | -20.4% |
| YTD | +13.4% | +15.2% | -1.8% | -2.3% |
| 1Y | +59.7% | +22.7% | +36.9% | +29.5% |
| All | +301.1% | +78.9% | +222.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling