+215.1%
GDXJ vs VXUS
+151.1%
+64.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | 0.0% |
| 7D | -2.8% | -1.4% | -1.4% | -1.2% |
| 30D | +5.0% | -0.5% | +5.4% | +5.7% |
| 3M | +24.1% | +2.6% | +21.5% | +21.6% |
| 6M | -7.4% | +10.9% | -18.2% | -15.1% |
| YTD | +10.2% | +16.1% | -5.9% | -2.8% |
| 1Y | +42.5% | +22.3% | +20.3% | +20.0% |
| 3Y | +285.7% | +72.0% | +213.7% | +136.7% |
| 5Y | +231.9% | +54.1% | +177.7% | +122.2% |
| All | +215.1% | +151.1% | +64.0% | +16.1% |
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