+223.4%
GDXJ vs FDX
+71.8%
+151.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.5% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -10.0% | +9.9% | -19.8% | -11.2% |
| 3M | -16.6% | -1.9% | -14.7% | -16.5% |
| 6M | -23.3% | +6.1% | -29.4% | -23.9% |
| YTD | -12.4% | +38.8% | -51.2% | -14.8% |
| 1Y | +0.5% | +50.0% | -49.5% | -2.6% |
| All | +223.4% | +71.8% | +151.6% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling