+215.1%
GDXJ vs VWO
+117.1%
+98.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | -2.8% | -1.8% | -1.0% | -1.2% |
| 30D | +5.0% | -0.1% | +5.1% | +5.2% |
| 3M | +24.1% | +2.2% | +21.8% | +22.1% |
| 6M | -7.4% | +8.8% | -16.1% | -12.4% |
| YTD | +10.2% | +12.4% | -2.2% | +2.1% |
| 1Y | +42.5% | +15.6% | +27.0% | +29.5% |
| 3Y | +285.7% | +62.5% | +223.2% | +169.1% |
| 5Y | +231.9% | +34.3% | +197.6% | +163.6% |
| All | +215.1% | +117.1% | +98.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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