+59.7%
GDXJ vs FOXA
+9.1%
+50.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.5% |
| 7D | +0.2% | -4.0% | +4.1% | +0.1% |
| 30D | +17.9% | +12.0% | +5.9% | +18.2% |
| 3M | +15.3% | +0.3% | +15.1% | +14.9% |
| 6M | -9.4% | +12.5% | -21.9% | -11.1% |
| YTD | +13.4% | -9.6% | +23.0% | +13.3% |
| 1Y | +59.7% | +8.6% | +51.1% | +58.5% |
| All | +59.7% | +9.1% | +50.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling