+285.7%
GDXJ vs EWZ
+46.3%
+239.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.8% |
| 7D | -2.8% | +0.9% | -3.7% | -3.6% |
| 30D | +5.0% | +12.8% | -7.8% | -4.4% |
| 3M | +24.1% | +10.8% | +13.3% | +14.6% |
| 6M | -7.4% | +2.5% | -9.9% | -9.0% |
| YTD | +10.2% | +21.4% | -11.1% | -1.6% |
| 1Y | +42.5% | +32.8% | +9.7% | +19.9% |
| 3Y | +285.7% | +45.2% | +240.5% | +214.0% |
| All | +285.7% | +46.3% | +239.4% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling