+49.3%
FERG vs GDXJ
+281.5%
-232.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | -1.0% | -6.2% | +5.2% | -0.2% |
| 30D | -11.8% | +4.6% | -16.5% | -12.5% |
| 3M | -1.2% | +31.3% | -32.5% | -5.4% |
| 6M | -2.3% | -10.7% | +8.4% | -2.0% |
| YTD | +0.8% | +9.1% | -8.3% | -1.5% |
| 1Y | +0.5% | +44.1% | -43.6% | -5.7% |
| All | +49.3% | +281.5% | -232.1% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling