+211.8%
GDXJ vs FDX
+182.3%
+29.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -6.2% | -3.9% | -2.4% | -5.8% |
| 30D | +4.6% | -3.3% | +7.9% | +5.0% |
| 3M | +31.3% | -2.0% | +33.2% | +31.5% |
| 6M | -10.7% | +8.0% | -18.7% | -11.6% |
| YTD | +9.1% | +35.0% | -25.9% | +5.4% |
| 1Y | +44.1% | +73.7% | -29.6% | +35.6% |
| 3Y | +285.4% | +61.6% | +223.8% | +260.1% |
| 5Y | +228.4% | +65.4% | +163.0% | +199.5% |
| All | +211.8% | +182.3% | +29.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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