+240.1%
GDXJ vs USFD
+306.5%
-66.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.3% |
| 7D | +0.9% | -7.0% | +7.9% | +2.1% |
| 30D | +8.8% | -10.3% | +19.1% | +10.8% |
| 3M | +29.8% | +9.2% | +20.7% | +27.7% |
| 6M | -5.8% | +7.4% | -13.2% | -7.2% |
| YTD | +13.6% | +29.4% | -15.8% | +7.9% |
| 1Y | +54.5% | +24.8% | +29.6% | +47.5% |
| 3Y | +301.4% | +150.0% | +151.4% | +239.2% |
| 5Y | +236.3% | +195.5% | +40.9% | +173.6% |
| 10Y | +240.1% | +315.7% | -75.7% | +191.9% |
| All | +240.1% | +306.5% | -66.5% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded USFD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling