+205.3%
GDXJ vs GFS
0.0%
+205.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -2.8% | +3.8% | -6.7% | -3.4% |
| 30D | +5.0% | -11.7% | +16.7% | +7.2% |
| 3M | +24.1% | -41.8% | +65.8% | +35.1% |
| 6M | -7.4% | +6.6% | -14.0% | -9.2% |
| YTD | +10.2% | +34.6% | -24.4% | +4.1% |
| 1Y | +42.5% | +46.2% | -3.6% | +32.9% |
| 3Y | +285.7% | -20.3% | +306.0% | +283.3% |
| All | +205.3% | 0.0% | +205.3% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling