+228.4%
GDXJ vs FHN
+87.6%
+140.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.0% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | +4.6% | -2.6% | +7.3% | +4.7% |
| 3M | +31.3% | +0.8% | +30.4% | +31.2% |
| 6M | -10.7% | +9.2% | -19.9% | -11.0% |
| YTD | +9.1% | +5.1% | +4.0% | +8.7% |
| 1Y | +44.1% | +12.2% | +31.9% | +43.4% |
| 3Y | +285.4% | +132.4% | +153.0% | +277.3% |
| 5Y | +228.4% | +91.1% | +137.3% | +213.7% |
| All | +228.4% | +87.6% | +140.7% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling