+281.7%
GDXJ vs GFS
-21.4%
+303.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -6.2% | +3.2% | -9.4% | -6.8% |
| 30D | +4.6% | -9.6% | +14.2% | +6.5% |
| 3M | +31.3% | -38.5% | +69.8% | +42.3% |
| 6M | -10.7% | -1.3% | -9.4% | -11.3% |
| YTD | +9.1% | +31.8% | -22.7% | +3.7% |
| 1Y | +44.1% | +44.6% | -0.4% | +35.2% |
| All | +281.7% | -21.4% | +303.1% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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