+220.4%
GDXJ vs EFV
+95.9%
+124.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -1.8% |
| 30D | +5.0% | +0.6% | +4.3% | +4.2% |
| 3M | +24.1% | +7.5% | +16.5% | +13.5% |
| 6M | -7.4% | +13.0% | -20.4% | -19.2% |
| YTD | +10.2% | +18.3% | -8.1% | -8.4% |
| 1Y | +42.5% | +26.7% | +15.8% | +9.7% |
| 3Y | +285.7% | +89.6% | +196.1% | +87.9% |
| All | +220.4% | +95.9% | +124.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling