+200.1%
F vs GDXJ
+44.7%
+155.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.1% |
| 7D | +1.0% | +11.8% | -10.8% | -0.6% |
| 30D | +2.1% | -7.1% | +9.2% | +2.9% |
| 3M | -10.3% | -10.5% | +0.2% | -9.3% |
| 6M | +3.3% | -15.5% | +18.8% | +4.8% |
| YTD | -2.0% | -6.6% | +4.6% | -2.5% |
| 1Y | -2.3% | +11.3% | -13.6% | -5.1% |
| 3Y | +49.9% | +242.0% | -192.1% | +23.4% |
| 5Y | -12.5% | +147.7% | -160.1% | -26.3% |
| 10Y | +74.3% | +233.7% | -159.4% | +35.4% |
| All | +200.1% | +44.7% | +155.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 all: compounded portfolio wealth divided by compounded GDXJ 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…
all analysis · Full analysis span regression · 6 months rolling