+215.1%
GDXJ vs FHN
+126.8%
+88.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | +5.0% | -5.4% | +10.4% | +5.4% |
| 3M | +24.1% | -1.4% | +25.5% | +24.1% |
| 6M | -7.4% | +9.9% | -17.2% | -8.1% |
| YTD | +10.2% | +3.9% | +6.3% | +9.8% |
| 1Y | +42.5% | +10.6% | +31.9% | +41.2% |
| 3Y | +285.7% | +130.7% | +155.1% | +258.8% |
| 5Y | +231.9% | +88.8% | +143.0% | +204.5% |
| All | +215.1% | +126.8% | +88.3% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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