+231.2%
GDXJ vs VXUS
+146.4%
+84.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.1% | +2.1% | -10.2% | -10.1% |
| 30D | -5.5% | -1.1% | -4.3% | -4.0% |
| 3M | -14.6% | -5.6% | -8.9% | -8.2% |
| 6M | -23.2% | -2.3% | -21.0% | -19.6% |
| YTD | -13.0% | +10.4% | -23.3% | -18.2% |
| 1Y | +2.8% | +13.1% | -10.3% | -5.6% |
| 3Y | +221.5% | +68.0% | +153.5% | +105.7% |
| 5Y | +123.4% | +45.8% | +77.5% | +60.1% |
| All | +231.2% | +146.4% | +84.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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