+21.8%
GDXJ vs FDS
+31.1%
-9.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +9.8% |
| 7D | -0.2% | +9.4% | -9.6% | +0.5% |
| 30D | -7.6% | +23.8% | -31.4% | -6.3% |
| 3M | +2.3% | +25.1% | -22.9% | +4.3% |
| 6M | -7.8% | +53.8% | -61.6% | -4.1% |
| YTD | -8.4% | +19.6% | -27.9% | -4.0% |
| 1Y | +21.8% | +31.6% | -9.9% | +32.7% |
| All | +21.8% | +31.1% | -9.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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