+215.1%
GDXJ vs EWJ
+144.4%
+70.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.8% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | +5.0% | +0.8% | +4.2% | +4.3% |
| 3M | +24.1% | +7.5% | +16.6% | +17.2% |
| 6M | -7.4% | +15.6% | -22.9% | -16.4% |
| YTD | +10.2% | +22.7% | -12.5% | -4.5% |
| 1Y | +42.5% | +26.4% | +16.1% | +20.8% |
| 3Y | +285.7% | +72.5% | +213.2% | +155.7% |
| 5Y | +231.9% | +52.4% | +179.4% | +134.0% |
| All | +215.1% | +144.4% | +70.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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