+215.1%
GDXJ vs EW
+120.5%
+94.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.7% |
| 7D | -2.8% | -6.2% | +3.3% | -1.5% |
| 30D | +5.0% | -9.3% | +14.3% | +7.1% |
| 3M | +24.1% | -1.6% | +25.7% | +24.4% |
| 6M | -7.4% | -0.8% | -6.5% | -7.3% |
| YTD | +10.2% | -1.0% | +11.3% | +10.3% |
| 1Y | +42.5% | +8.2% | +34.4% | +39.8% |
| 3Y | +285.7% | +12.7% | +273.0% | +265.0% |
| 5Y | +231.9% | -30.2% | +262.1% | +239.7% |
| All | +215.1% | +120.5% | +94.6% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling