+79.5%
GDXJ vs FDS
+411.8%
-332.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | +17.9% | +9.0% | +8.8% | +15.4% |
| 3M | +15.3% | +18.9% | -3.5% | +9.4% |
| 6M | -9.4% | +35.1% | -44.6% | -18.0% |
| YTD | +13.4% | +5.5% | +7.9% | +9.5% |
| 1Y | +59.7% | -16.8% | +76.5% | +64.3% |
| 3Y | +283.6% | -28.1% | +311.6% | +308.6% |
| 5Y | +217.6% | -17.4% | +235.0% | +219.9% |
| 10Y | +225.7% | +85.4% | +140.2% | +152.1% |
| All | +79.5% | +411.8% | -332.2% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling