+285.7%
GDXJ vs IEFA
+65.7%
+220.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | -0.5% |
| 7D | -2.8% | -1.6% | -1.2% | -0.4% |
| 30D | +5.0% | -1.5% | +6.4% | +7.7% |
| 3M | +24.1% | +3.4% | +20.7% | +19.0% |
| 6M | -7.4% | +9.5% | -16.8% | -16.6% |
| YTD | +10.2% | +13.0% | -2.8% | -3.8% |
| 1Y | +42.5% | +18.0% | +24.5% | +18.4% |
| 3Y | +285.7% | +65.4% | +220.4% | +114.2% |
| All | +285.7% | +65.7% | +220.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling