-5.8%
GDXJ vs EWJ
+16.4%
-22.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +3.0% |
| 7D | +0.9% | +1.0% | -0.1% | -0.8% |
| 30D | +8.8% | +1.0% | +7.8% | +6.8% |
| 3M | +29.8% | +7.2% | +22.6% | +14.3% |
| 6M | -5.8% | +13.9% | -19.7% | -23.4% |
| All | -5.8% | +16.4% | -22.2% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling