+213.1%
GDXJ vs FN
+738.2%
-525.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.7% | -8.8% | +1.3% |
| 7D | +13.4% | 0.0% | +13.5% | +12.8% |
| 30D | -1.3% | -34.3% | +33.0% | +3.7% |
| 3M | -1.5% | -39.9% | +38.3% | +4.1% |
| 6M | -12.2% | -51.8% | +39.6% | -5.3% |
| YTD | -5.3% | -28.1% | +22.8% | -3.6% |
| 1Y | +22.0% | -29.1% | +51.1% | +24.0% |
| 3Y | +224.9% | +102.4% | +122.5% | +183.4% |
| 5Y | +160.6% | +171.7% | -11.0% | +115.9% |
| All | +213.1% | +738.2% | -525.1% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling