+215.1%
GDXJ vs IEFA
+148.3%
+66.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | 0.0% |
| 7D | -2.8% | -1.6% | -1.2% | -1.2% |
| 30D | +5.0% | -1.5% | +6.4% | +6.8% |
| 3M | +24.1% | +3.4% | +20.7% | +20.7% |
| 6M | -7.4% | +9.5% | -16.8% | -13.6% |
| YTD | +10.2% | +13.0% | -2.8% | +0.3% |
| 1Y | +42.5% | +18.0% | +24.5% | +25.0% |
| 3Y | +285.7% | +65.4% | +220.4% | +150.3% |
| 5Y | +231.9% | +51.6% | +180.3% | +128.7% |
| All | +215.1% | +148.3% | +66.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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