+60.9%
GDXJ vs FANG
+1,412.9%
-1,352.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | +2.9% | -5.7% | -3.2% |
| 30D | +5.0% | +2.6% | +2.3% | +4.5% |
| 3M | +24.1% | +7.6% | +16.5% | +22.3% |
| 6M | -7.4% | +17.3% | -24.7% | -10.5% |
| YTD | +10.2% | +38.7% | -28.5% | +3.6% |
| 1Y | +42.5% | +51.6% | -9.1% | +32.0% |
| 3Y | +285.7% | +50.0% | +235.8% | +253.0% |
| 5Y | +231.9% | +237.6% | -5.7% | +167.3% |
| 10Y | +230.0% | +180.7% | +49.3% | +139.8% |
| All | +60.9% | +1,412.9% | -1,352.0% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling