+221.5%
GDXJ vs FFIV
+95.4%
+126.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -8.1% | -0.5% | -7.5% | -8.0% |
| 30D | -5.5% | -32.4% | +26.9% | +2.1% |
| 3M | -14.6% | -25.7% | +11.1% | -9.8% |
| 6M | -23.2% | -13.5% | -9.7% | -22.0% |
| YTD | -13.0% | +21.1% | -34.1% | -19.1% |
| 1Y | +2.8% | +29.4% | -26.7% | -5.9% |
| 3Y | +221.5% | +94.9% | +126.6% | +129.7% |
| All | +221.5% | +95.4% | +126.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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