+44.1%
GDXJ vs FDS
-28.0%
+72.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -4.3% |
| 7D | -6.2% | -16.0% | +9.8% | -7.4% |
| 30D | +4.6% | -6.7% | +11.4% | +4.4% |
| 3M | +31.3% | +6.0% | +25.3% | +32.4% |
| 6M | -10.7% | +25.1% | -35.8% | -8.6% |
| YTD | +9.1% | -8.1% | +17.2% | +10.3% |
| 1Y | +44.1% | -26.0% | +70.1% | +49.0% |
| All | +44.1% | -28.0% | +72.1% | +49.0% |
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