+57.3%
GDXJ vs FIX
+11,003.8%
-10,946.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +3.0% |
| 7D | +16.4% | -7.2% | +23.6% | +17.1% |
| 30D | -1.2% | -35.1% | +33.9% | +6.9% |
| 3M | -3.9% | -34.3% | +30.4% | +3.4% |
| 6M | -10.2% | -42.9% | +32.8% | -1.0% |
| YTD | -0.6% | +19.5% | -20.1% | -5.5% |
| 1Y | +24.3% | +16.8% | +7.6% | +18.6% |
| 3Y | +257.4% | +506.7% | -249.3% | +134.0% |
| 5Y | +166.5% | +1,046.7% | -880.2% | +51.0% |
| 10Y | +228.5% | +3,800.0% | -3,571.4% | +35.6% |
| All | +57.3% | +11,003.8% | -10,946.5% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling