+47.9%
GDXJ vs FIX
+10,931.0%
-10,883.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | +11.8% | -13.9% | +25.7% | +14.4% |
| 30D | -7.1% | -35.5% | +28.4% | +0.7% |
| 3M | -10.5% | -33.9% | +23.4% | -3.8% |
| 6M | -15.5% | -43.3% | +27.8% | -6.7% |
| YTD | -6.6% | +18.7% | -25.2% | -11.0% |
| 1Y | +11.3% | +13.8% | -2.4% | +6.7% |
| 3Y | +242.0% | +495.0% | -253.0% | +124.8% |
| 5Y | +147.7% | +1,049.0% | -901.4% | +40.3% |
| 10Y | +233.7% | +3,644.4% | -3,410.7% | +39.2% |
| All | +47.9% | +10,931.0% | -10,883.1% | -63.8% |
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 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