+38.6%
GDXJ vs EW
+1,469.3%
-1,430.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -4.9% | +4.9% | -9.9% | -5.8% |
| 30D | -10.0% | +24.1% | -34.0% | -13.7% |
| 3M | -16.6% | +13.7% | -30.3% | -18.8% |
| 6M | -23.3% | +32.7% | -56.0% | -27.6% |
| YTD | -12.4% | +24.1% | -36.6% | -16.3% |
| 1Y | +0.5% | +23.6% | -23.2% | -3.9% |
| 3Y | +220.5% | +64.8% | +155.7% | +182.9% |
| 5Y | +124.7% | -8.8% | +133.5% | +119.1% |
| 10Y | +240.2% | +248.8% | -8.5% | +158.3% |
| All | +38.6% | +1,469.3% | -1,430.7% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling