+59.7%
GDXJ vs FANG
+43.7%
+15.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -3.0% |
| 7D | +0.2% | +0.8% | -0.6% | +0.4% |
| 30D | +17.9% | +7.6% | +10.3% | +20.2% |
| 3M | +15.3% | -1.3% | +16.6% | +16.0% |
| 6M | -9.4% | +14.7% | -24.1% | -8.7% |
| YTD | +13.4% | +34.8% | -21.4% | +12.9% |
| 1Y | +59.7% | +42.9% | +16.7% | +60.3% |
| All | +59.7% | +43.7% | +15.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling