+221.5%
GDXJ vs FN
+96.4%
+125.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.5% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | -5.5% | -16.5% | +11.1% | -3.5% |
| 3M | -14.6% | -42.1% | +27.5% | -8.2% |
| 6M | -23.2% | -52.9% | +29.7% | -15.7% |
| YTD | -13.0% | -28.0% | +15.0% | -11.0% |
| 1Y | +2.8% | -18.5% | +21.3% | +3.2% |
| 3Y | +221.5% | +93.9% | +127.6% | +166.1% |
| All | +221.5% | +96.4% | +125.1% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling