+257.4%
GDXJ vs FIX
+503.8%
-246.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +3.0% |
| 7D | +16.4% | -7.2% | +23.6% | +16.9% |
| 30D | -1.2% | -35.1% | +33.9% | +7.5% |
| 3M | -3.9% | -34.3% | +30.4% | +4.0% |
| 6M | -10.2% | -42.9% | +32.8% | -0.4% |
| YTD | -0.6% | +19.5% | -20.1% | -3.7% |
| 1Y | +24.3% | +16.8% | +7.6% | +20.7% |
| 3Y | +257.4% | +506.7% | -249.3% | +131.7% |
| All | +257.4% | +503.8% | -246.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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