+79.8%
GDXJ vs EWJ
+240.4%
-160.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.0% |
| 7D | +0.9% | +1.0% | -0.1% | +0.2% |
| 30D | +8.8% | +1.0% | +7.8% | +8.1% |
| 3M | +29.8% | +7.2% | +22.6% | +24.3% |
| 6M | -5.8% | +13.9% | -19.7% | -12.6% |
| YTD | +13.6% | +20.8% | -7.2% | +1.9% |
| 1Y | +54.5% | +26.4% | +28.1% | +34.6% |
| 3Y | +301.4% | +71.8% | +229.6% | +185.7% |
| 5Y | +236.3% | +49.9% | +186.5% | +157.7% |
| 10Y | +240.1% | +140.0% | +100.1% | +96.8% |
| All | +79.8% | +240.4% | -160.6% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling