-10.7%
GDXJ vs VWO
+8.3%
-19.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -1.1% |
| 7D | -6.2% | -1.7% | -4.5% | -3.1% |
| 30D | +4.6% | -0.3% | +4.9% | +5.4% |
| 3M | +31.3% | +4.0% | +27.3% | +21.8% |
| 6M | -10.7% | +8.1% | -18.8% | -21.1% |
| All | -10.7% | +8.3% | -19.0% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling