+44.1%
GDXJ vs FDX
+73.7%
-29.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -6.2% | -3.9% | -2.4% | -4.9% |
| 30D | +4.6% | -3.3% | +7.9% | +5.6% |
| 3M | +31.3% | -2.0% | +33.2% | +31.7% |
| 6M | -10.7% | +8.0% | -18.7% | -14.0% |
| YTD | +9.1% | +35.0% | -25.9% | +4.0% |
| 1Y | +44.1% | +73.7% | -29.6% | +34.1% |
| All | +44.1% | +73.7% | -29.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling