+215.1%
GDXJ vs EWT
+523.5%
-308.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | -0.2% |
| 7D | -2.8% | -1.1% | -1.7% | -2.0% |
| 30D | +5.0% | +4.5% | +0.5% | +1.8% |
| 3M | +24.1% | +8.3% | +15.8% | +16.7% |
| 6M | -7.4% | +54.2% | -61.6% | -31.2% |
| YTD | +10.2% | +74.6% | -64.4% | -24.2% |
| 1Y | +42.5% | +84.9% | -42.4% | -5.5% |
| 3Y | +285.7% | +197.5% | +88.2% | +85.4% |
| 5Y | +231.9% | +150.6% | +81.3% | +73.6% |
| All | +215.1% | +523.5% | -308.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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