+28.4%
GDXJ vs FRMI
-78.1%
+106.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.8% |
| 7D | -2.8% | +7.4% | -10.2% | -4.0% |
| 30D | +5.0% | -27.6% | +32.6% | +9.6% |
| 3M | +24.1% | -20.9% | +44.9% | +26.0% |
| 6M | -7.4% | -36.6% | +29.2% | -4.6% |
| YTD | +10.2% | -31.3% | +41.5% | +11.5% |
| All | +28.4% | -78.1% | +106.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 5y: compounded portfolio wealth divided by compounded FRMI 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…
5y analysis · Full analysis span regression · 6 months rolling