+74.5%
GDXJ vs GFI
+395.8%
-321.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.9% |
| 7D | -2.8% | -4.9% | +2.0% | +0.5% |
| 30D | +5.0% | +10.7% | -5.8% | -1.9% |
| 3M | +24.1% | +25.6% | -1.6% | +6.2% |
| 6M | -7.4% | -8.3% | +0.9% | -1.9% |
| YTD | +10.2% | +6.3% | +3.9% | +5.8% |
| 1Y | +42.5% | +22.1% | +20.5% | +23.9% |
| 3Y | +285.7% | +289.2% | -3.5% | +42.6% |
| 5Y | +231.9% | +531.7% | -299.8% | -21.3% |
| 10Y | +230.0% | +1,043.8% | -813.8% | -57.5% |
| All | +74.5% | +395.8% | -321.3% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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