+211.8%
GDXJ vs FN
+882.3%
-670.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.4% |
| 7D | +4.3% | +3.5% | +0.8% | +3.8% |
| 30D | +8.4% | -26.0% | +34.4% | +12.4% |
| 3M | +25.5% | -33.3% | +58.8% | +31.2% |
| 6M | -6.3% | -14.9% | +8.6% | -5.6% |
| YTD | +12.1% | -8.6% | +20.7% | +11.3% |
| 1Y | +51.1% | +12.3% | +38.7% | +45.8% |
| 3Y | +296.1% | +174.4% | +121.7% | +232.3% |
| 5Y | +228.1% | +296.4% | -68.3% | +159.3% |
| 10Y | +211.8% | +890.0% | -678.2% | +127.1% |
| All | +211.8% | +882.3% | -670.5% | +127.1% |
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