+211.8%
GDXJ vs FDS
+66.9%
+145.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -2.7% |
| 7D | -6.2% | -16.0% | +9.8% | -2.6% |
| 30D | +4.6% | -6.7% | +11.4% | +6.2% |
| 3M | +31.3% | +6.0% | +25.3% | +28.5% |
| 6M | -10.7% | +25.1% | -35.8% | -17.2% |
| YTD | +9.1% | -8.1% | +17.2% | +9.5% |
| 1Y | +44.1% | -26.0% | +70.1% | +53.5% |
| 3Y | +285.4% | -36.4% | +321.8% | +325.6% |
| 5Y | +228.4% | -27.7% | +256.1% | +243.3% |
| All | +211.8% | +66.9% | +145.0% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling