+346.9%
GDXJ vs FND
+58.4%
+288.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +8.4% | -23.6% | +32.0% | +12.8% |
| 3M | +25.5% | +4.3% | +21.2% | +24.2% |
| 6M | -6.3% | -20.3% | +13.9% | -3.8% |
| YTD | +12.1% | -21.3% | +33.4% | +15.3% |
| 1Y | +51.1% | -45.4% | +96.4% | +62.6% |
| 3Y | +296.1% | -48.9% | +344.9% | +321.5% |
| 5Y | +228.1% | -61.0% | +289.1% | +249.4% |
| All | +346.9% | +58.4% | +288.4% | +354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling