+49.9%
GDXJ vs FE
+130.7%
-80.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -1.5% | 0.0% | -1.5% | -1.6% |
| 6M | -12.2% | +5.0% | -17.3% | -13.9% |
| YTD | -5.3% | +7.9% | -13.2% | -8.0% |
| 1Y | +22.0% | +6.3% | +15.7% | +19.2% |
| 3Y | +224.9% | +46.0% | +178.9% | +184.0% |
| 5Y | +160.6% | +45.6% | +115.0% | +127.6% |
| 10Y | +203.0% | +109.3% | +93.7% | +124.3% |
| All | +49.9% | +130.7% | -80.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling