+297.5%
GDXJ vs FDS
-32.7%
+330.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | +0.9% | -8.8% | +9.7% | +1.1% |
| 30D | +8.8% | -1.4% | +10.2% | +9.0% |
| 3M | +29.8% | +13.9% | +16.0% | +29.5% |
| 6M | -5.8% | +27.4% | -33.2% | -6.8% |
| YTD | +13.6% | -2.5% | +16.1% | +16.2% |
| 1Y | +54.5% | -23.8% | +78.3% | +66.4% |
| All | +297.5% | -32.7% | +330.2% | +349.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling