+77.5%
GDXJ vs BWA
+449.0%
-371.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +4.3% | +4.3% | 0.0% | +3.2% |
| 30D | +8.4% | -2.9% | +11.3% | +9.2% |
| 3M | +25.5% | -12.4% | +37.9% | +29.9% |
| 6M | -6.3% | +28.6% | -34.9% | -11.7% |
| YTD | +12.1% | +48.2% | -36.1% | +1.4% |
| 1Y | +51.1% | +50.9% | +0.1% | +35.9% |
| 3Y | +296.1% | +72.2% | +223.9% | +238.5% |
| 5Y | +228.1% | +91.1% | +137.0% | +167.1% |
| 10Y | +211.8% | +144.0% | +67.8% | +116.7% |
| All | +77.5% | +449.0% | -371.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling