+220.4%
GDXJ vs EWT
+149.5%
+70.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | -0.3% |
| 7D | -2.8% | -1.1% | -1.7% | -1.9% |
| 30D | +5.0% | +4.5% | +0.5% | +1.4% |
| 3M | +24.1% | +8.3% | +15.8% | +15.6% |
| 6M | -7.4% | +54.2% | -61.6% | -34.4% |
| YTD | +10.2% | +74.6% | -64.4% | -28.4% |
| 1Y | +42.5% | +84.9% | -42.4% | -11.3% |
| 3Y | +285.7% | +197.5% | +88.2% | +60.7% |
| All | +220.4% | +149.5% | +70.9% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling