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  • GDXJ vs RJF✓SelectedUSD · RJFGDXJ vs RJF performance historyLatest closeAs of+1.34%09/09
Stock and ETF performance explorer

GDXJ vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.8%
RJF return
+1,171.8%
Excess return
-1,092.0%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+1.3%-0.6%+2.0%+1.5%
7D+0.9%-0.3%+1.2%+1.0%
30D+8.8%-2.0%+10.8%+9.2%
3M+29.8%+16.3%+13.5%+26.1%
6M-5.8%+16.9%-22.7%-8.6%
YTD+13.6%+10.4%+3.2%+11.2%
1Y+54.5%+7.4%+47.1%+52.0%
3Y+301.4%+72.2%+229.2%+256.9%
5Y+236.3%+105.1%+131.2%+186.2%
10Y+240.1%+430.9%-190.8%+126.6%
All+79.8%+1,171.8%-1,092.0%-21.0%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 RJF 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