+301.1%
GDXJ vs FIX
+765.6%
-464.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +0.2% | +6.0% | -5.9% | -1.1% |
| 30D | +17.9% | -7.2% | +25.1% | +19.6% |
| 3M | +15.3% | -15.9% | +31.2% | +18.9% |
| 6M | -9.4% | +12.7% | -22.2% | -12.2% |
| YTD | +13.4% | +72.8% | -59.4% | +2.4% |
| 1Y | +59.7% | +122.9% | -63.2% | +38.3% |
| All | +301.1% | +765.6% | -464.6% | +152.7% |
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