+324.0%
GDXJ vs FOXA
+92.4%
+231.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | +5.0% | +5.0% | -0.1% | +3.7% |
| 3M | +24.1% | -3.0% | +27.1% | +23.8% |
| 6M | -7.4% | +14.8% | -22.1% | -11.6% |
| YTD | +10.2% | -8.9% | +19.1% | +11.2% |
| 1Y | +42.5% | +13.3% | +29.2% | +35.7% |
| 3Y | +285.7% | +115.4% | +170.3% | +201.3% |
| 5Y | +231.9% | +95.3% | +136.6% | +160.5% |
| All | +324.0% | +92.4% | +231.6% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling