+242.0%
GDXJ vs FDX
+61.5%
+180.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.9% | -2.3% | +3.3% | +1.3% |
| 30D | +8.8% | -4.9% | +13.7% | +9.5% |
| 3M | +29.8% | -6.5% | +36.3% | +31.0% |
| 6M | -5.8% | +6.7% | -12.5% | -6.7% |
| YTD | +13.6% | +33.9% | -20.3% | +9.7% |
| 1Y | +54.5% | +72.2% | -17.7% | +45.0% |
| 3Y | +301.4% | +60.2% | +241.1% | +272.1% |
| All | +242.0% | +61.5% | +180.5% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling