+236.3%
GDXJ vs FIX
+2,151.9%
-1,915.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +1.8% |
| 7D | +0.9% | +3.5% | -2.6% | +0.1% |
| 30D | +8.8% | -3.5% | +12.3% | +9.5% |
| 3M | +29.8% | -11.8% | +41.6% | +32.4% |
| 6M | -5.8% | +17.8% | -23.6% | -9.8% |
| YTD | +13.6% | +73.3% | -59.7% | +1.1% |
| 1Y | +54.5% | +128.1% | -73.6% | +30.1% |
| 3Y | +301.4% | +772.7% | -471.3% | +133.4% |
| 5Y | +236.3% | +2,166.4% | -1,930.1% | +57.8% |
| All | +236.3% | +2,151.9% | -1,915.6% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling