+19.1%
GDXJ vs KWEB
-33.1%
+52.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.9% |
| 7D | +3.8% | +8.6% | -4.8% | -2.4% |
| 30D | -7.7% | +0.9% | -8.6% | -8.4% |
| 3M | -4.3% | -13.2% | +9.0% | +6.1% |
| 6M | -7.4% | -13.2% | +5.8% | +3.4% |
| YTD | -7.9% | -27.3% | +19.4% | +21.7% |
| 1Y | +19.1% | -33.2% | +52.3% | +74.9% |
| All | +19.1% | -33.1% | +52.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling