+54.2%
GDXJ vs FN
+3,620.5%
-3,566.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.9% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | +17.9% | -22.0% | +39.8% | +20.9% |
| 3M | +15.3% | -43.0% | +58.3% | +22.1% |
| 6M | -9.4% | -27.7% | +18.3% | -7.3% |
| YTD | +13.4% | -10.5% | +23.9% | +13.0% |
| 1Y | +59.7% | +12.5% | +47.2% | +54.8% |
| 3Y | +283.6% | +153.8% | +129.8% | +231.9% |
| 5Y | +217.6% | +288.0% | -70.4% | +159.5% |
| 10Y | +225.7% | +906.4% | -680.8% | +139.7% |
| All | +54.2% | +3,620.5% | -3,566.3% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling