+77.5%
GDXJ vs EFX
+607.6%
-530.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | +4.3% | -7.8% | +12.1% | +6.5% |
| 30D | +8.4% | -5.7% | +14.2% | +10.0% |
| 3M | +25.5% | +2.5% | +23.0% | +23.8% |
| 6M | -6.3% | -16.7% | +10.3% | -2.7% |
| YTD | +12.1% | -20.2% | +32.3% | +16.9% |
| 1Y | +51.1% | -31.4% | +82.4% | +63.8% |
| 3Y | +296.1% | -10.5% | +306.6% | +284.6% |
| 5Y | +228.1% | -35.2% | +263.3% | +241.2% |
| 10Y | +211.8% | +40.2% | +171.7% | +142.4% |
| All | +77.5% | +607.6% | -530.1% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling