+42.5%
GDXJ vs FHN
+10.7%
+31.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | +5.0% | -5.4% | +10.4% | +5.5% |
| 3M | +24.1% | -1.4% | +25.5% | +23.8% |
| 6M | -7.4% | +9.9% | -17.2% | -8.9% |
| YTD | +10.2% | +3.9% | +6.3% | +8.3% |
| 1Y | +42.5% | +10.6% | +31.9% | +45.5% |
| All | +42.5% | +10.7% | +31.8% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling