+240.1%
GDXJ vs FE
+110.4%
+129.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +8.8% | -1.2% | +10.0% | +9.2% |
| 3M | +29.8% | +1.7% | +28.2% | +29.0% |
| 6M | -5.8% | -7.5% | +1.7% | -3.5% |
| YTD | +13.6% | +6.3% | +7.3% | +11.1% |
| 1Y | +54.5% | +10.9% | +43.6% | +48.9% |
| 3Y | +301.4% | +46.9% | +254.4% | +250.7% |
| 5Y | +236.3% | +47.6% | +188.7% | +193.8% |
| 10Y | +240.1% | +114.5% | +125.6% | +153.2% |
| All | +240.1% | +110.4% | +129.7% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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