+210.5%
GDXJ vs GFS
-3.9%
+214.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +4.3% | +2.6% | +1.7% | +3.8% |
| 30D | +8.4% | -16.4% | +24.8% | +11.7% |
| 3M | +25.5% | -41.6% | +67.1% | +36.6% |
| 6M | -6.3% | -3.7% | -2.7% | -6.7% |
| YTD | +12.1% | +29.3% | -17.2% | +6.6% |
| 1Y | +51.1% | +37.1% | +13.9% | +42.3% |
| 3Y | +296.1% | -22.1% | +318.2% | +295.3% |
| All | +210.5% | -3.9% | +214.4% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling