+285.7%
GDXJ vs FOXA
+117.6%
+168.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | +5.0% | +5.0% | -0.1% | +4.5% |
| 3M | +24.1% | -3.0% | +27.1% | +24.3% |
| 6M | -7.4% | +14.8% | -22.1% | -9.9% |
| YTD | +10.2% | -8.9% | +19.1% | +11.2% |
| 1Y | +42.5% | +13.3% | +29.2% | +38.3% |
| 3Y | +285.7% | +115.4% | +170.3% | +184.7% |
| All | +285.7% | +117.6% | +168.1% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling