+220.4%
GDXJ vs EWJ
+50.5%
+169.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -1.1% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | +5.0% | +0.8% | +4.2% | +4.1% |
| 3M | +24.1% | +7.5% | +16.6% | +16.0% |
| 6M | -7.4% | +15.6% | -22.9% | -17.9% |
| YTD | +10.2% | +22.7% | -12.5% | -6.6% |
| 1Y | +42.5% | +26.4% | +16.1% | +17.8% |
| 3Y | +285.7% | +72.5% | +213.2% | +137.5% |
| All | +220.4% | +50.5% | +169.9% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling