+221.5%
GDXJ vs FDS
-23.3%
+244.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -8.1% | +1.5% | -9.6% | -8.1% |
| 30D | -5.5% | +14.8% | -20.3% | -5.6% |
| 3M | -14.6% | +16.3% | -30.8% | -14.6% |
| 6M | -23.2% | +66.2% | -89.4% | -24.4% |
| YTD | -13.0% | +16.2% | -29.2% | -11.0% |
| 1Y | +2.8% | +21.8% | -19.1% | +4.2% |
| 3Y | +221.5% | -23.9% | +245.4% | +256.3% |
| All | +221.5% | -23.3% | +244.8% | +256.3% |
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 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