+612.2%
FCX vs GDXJ
+237.3%
+374.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.3% | -2.8% | +0.5% | -0.9% |
| 30D | +2.7% | +5.0% | -2.3% | +0.3% |
| 3M | +7.4% | +24.1% | -16.7% | -3.1% |
| 6M | +16.0% | -7.4% | +23.4% | +19.5% |
| YTD | +40.9% | +10.2% | +30.7% | +33.5% |
| 1Y | +56.4% | +42.5% | +13.9% | +31.4% |
| 3Y | +84.2% | +285.7% | -201.5% | -1.3% |
| 5Y | +114.6% | +231.9% | -117.2% | +20.8% |
| All | +612.2% | +237.3% | +374.9% | +305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling