+240.6%
GDXJ vs FE
+47.1%
+193.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.0% |
| 7D | +13.4% | 0.0% | +13.5% | +13.5% |
| 30D | -1.3% | +5.2% | -6.5% | -3.5% |
| 3M | -1.5% | 0.0% | -1.5% | -1.6% |
| 6M | -12.2% | +5.0% | -17.3% | -14.5% |
| YTD | -5.3% | +7.9% | -13.2% | -8.5% |
| 1Y | +22.0% | +6.3% | +15.7% | +18.8% |
| All | +240.6% | +47.1% | +193.5% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling