+67.7%
FERG vs GDXJ
+229.9%
-162.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | -2.6% | -2.8% | +0.2% | -2.1% |
| 30D | -8.9% | +5.0% | -13.8% | -9.8% |
| 3M | -2.0% | +24.1% | -26.1% | -6.0% |
| 6M | -3.2% | -7.4% | +4.2% | -3.1% |
| YTD | +1.5% | +10.2% | -8.7% | -1.8% |
| 1Y | +0.5% | +42.5% | -42.1% | -7.5% |
| 3Y | +50.4% | +285.7% | -235.3% | +10.9% |
| All | +67.7% | +229.9% | -162.2% | +22.1% |
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