+319.6%
GDXJ vs FOXA
+90.1%
+229.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -6.2% | -3.7% | -2.5% | -5.5% |
| 30D | +4.6% | +5.4% | -0.7% | +3.3% |
| 3M | +31.3% | -3.7% | +35.0% | +31.2% |
| 6M | -10.7% | +12.6% | -23.2% | -14.4% |
| YTD | +9.1% | -10.0% | +19.0% | +10.3% |
| 1Y | +44.1% | +15.0% | +29.1% | +36.6% |
| 3Y | +285.4% | +115.1% | +170.3% | +200.9% |
| 5Y | +228.4% | +93.0% | +135.4% | +158.4% |
| All | +319.6% | +90.1% | +229.4% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling