+220.4%
GDXJ vs EFX
-36.2%
+256.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -2.8% | -4.5% | +1.7% | -1.9% |
| 30D | +5.0% | -6.1% | +11.0% | +6.3% |
| 3M | +24.1% | +6.2% | +17.9% | +21.7% |
| 6M | -7.4% | -11.2% | +3.9% | -5.7% |
| YTD | +10.2% | -21.4% | +31.6% | +14.8% |
| 1Y | +42.5% | -34.3% | +76.9% | +54.9% |
| 3Y | +285.7% | -12.5% | +298.2% | +272.0% |
| All | +220.4% | -36.2% | +256.6% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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