+145.7%
FCX vs GDXJ
+75.7%
+70.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.4% |
| 7D | -4.9% | +0.2% | -5.0% | -5.0% |
| 30D | +4.8% | +17.9% | -13.0% | -3.1% |
| 3M | +4.6% | +15.3% | -10.7% | -2.3% |
| 6M | +10.8% | -9.4% | +20.3% | +15.5% |
| YTD | +44.2% | +13.4% | +30.8% | +34.8% |
| 1Y | +59.6% | +59.7% | -0.1% | +26.8% |
| 3Y | +82.2% | +283.6% | -201.3% | -4.1% |
| 5Y | +115.6% | +217.6% | -102.0% | +21.6% |
| 10Y | +670.6% | +225.7% | +444.9% | +271.4% |
| All | +145.7% | +75.7% | +70.0% | +25.8% |
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