+1,315.5%
FERG vs GDXJ
+69.5%
+1,246.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.9% |
| 30D | -15.1% | +8.8% | -23.9% | -15.3% |
| 3M | -4.8% | +29.8% | -34.7% | -5.7% |
| 6M | -2.5% | -5.8% | +3.4% | -2.6% |
| YTD | +1.8% | +13.6% | -11.8% | +1.2% |
| 1Y | -0.3% | +54.5% | -54.8% | -1.6% |
| 3Y | +52.9% | +301.4% | -248.5% | +47.9% |
| 5Y | +69.3% | +236.3% | -167.0% | +63.2% |
| 10Y | +352.7% | +240.1% | +112.6% | +343.7% |
| All | +1,315.5% | +69.5% | +1,246.0% | +1,407.8% |
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