+115.0%
FCX vs GDXJ
+221.5%
-106.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.0% | -2.6% | -4.1% |
| 7D | -1.9% | -6.2% | +4.4% | +2.1% |
| 30D | +3.4% | +4.6% | -1.2% | +0.3% |
| 3M | +15.0% | +31.3% | -16.3% | -3.3% |
| 6M | +14.6% | -10.7% | +25.3% | +21.1% |
| YTD | +41.2% | +9.1% | +32.1% | +30.4% |
| 1Y | +60.4% | +44.1% | +16.2% | +23.1% |
| 3Y | +88.4% | +285.4% | -197.0% | -26.0% |
| 5Y | +115.0% | +228.4% | -113.3% | -6.9% |
| All | +115.0% | +221.5% | -106.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling