+285.7%
GDXJ vs FND
-50.3%
+336.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.8% | -5.8% | +2.9% | -1.8% |
| 30D | +5.0% | -20.2% | +25.2% | +9.1% |
| 3M | +24.1% | -12.0% | +36.0% | +26.5% |
| 6M | -7.4% | -18.5% | +11.2% | -5.0% |
| YTD | +10.2% | -22.3% | +32.5% | +13.7% |
| 1Y | +42.5% | -47.6% | +90.2% | +52.9% |
| 3Y | +285.7% | -49.8% | +335.5% | +310.5% |
| All | +285.7% | -50.3% | +336.0% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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