+79.8%
GDXJ vs EWZ
+2.7%
+77.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +8.8% | +8.2% | +0.6% | +5.0% |
| 3M | +29.8% | +13.3% | +16.5% | +22.8% |
| 6M | -5.8% | +3.6% | -9.4% | -6.8% |
| YTD | +13.6% | +21.0% | -7.4% | +5.5% |
| 1Y | +54.5% | +34.7% | +19.8% | +36.6% |
| 3Y | +301.4% | +48.3% | +253.1% | +238.8% |
| 5Y | +236.3% | +60.1% | +176.3% | +169.1% |
| 10Y | +240.1% | +92.6% | +147.5% | +112.2% |
| All | +79.8% | +2.7% | +77.1% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling