+231.2%
GDXJ vs EW
+254.3%
-23.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -8.1% | +4.9% | -13.0% | -9.0% |
| 30D | -5.5% | +23.9% | -29.4% | -9.7% |
| 3M | -14.6% | +15.8% | -30.3% | -17.3% |
| 6M | -23.2% | +31.7% | -54.9% | -27.7% |
| YTD | -13.0% | +25.7% | -38.7% | -17.3% |
| 1Y | +2.8% | +24.4% | -21.7% | -2.2% |
| 3Y | +221.5% | +65.9% | +155.6% | +179.7% |
| 5Y | +123.4% | -7.6% | +131.0% | +115.7% |
| All | +231.2% | +254.3% | -23.1% | +196.1% |
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