+215.1%
GDXJ vs KWEB
-19.7%
+234.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -2.8% | -5.6% | +2.8% | -1.4% |
| 30D | +5.0% | -10.7% | +15.6% | +7.9% |
| 3M | +24.1% | -7.4% | +31.5% | +26.1% |
| 6M | -7.4% | -19.3% | +12.0% | -2.3% |
| YTD | +10.2% | -27.8% | +38.0% | +19.4% |
| 1Y | +42.5% | -35.9% | +78.5% | +58.6% |
| 3Y | +285.7% | -1.9% | +287.6% | +281.9% |
| 5Y | +231.9% | -43.2% | +275.0% | +255.6% |
| All | +215.1% | -19.7% | +234.8% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling