+285.7%
GDXJ vs FRSH
-46.4%
+332.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -6.6% | +3.8% | -2.4% |
| 30D | +5.0% | +2.1% | +2.9% | +4.8% |
| 3M | +24.1% | +29.0% | -4.9% | +21.4% |
| 6M | -7.4% | +48.6% | -56.0% | -10.9% |
| YTD | +10.2% | -2.9% | +13.2% | +11.1% |
| 1Y | +42.5% | -7.9% | +50.4% | +44.5% |
| 3Y | +285.7% | -46.5% | +332.2% | +317.9% |
| All | +285.7% | -46.4% | +332.1% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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