+235.6%
GDXJ vs USFD
+330.1%
-94.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | +4.3% | -3.3% | +7.6% | +4.9% |
| 30D | +8.4% | -5.3% | +13.8% | +9.4% |
| 3M | +25.5% | +18.8% | +6.7% | +21.7% |
| 6M | -6.3% | +14.3% | -20.6% | -8.6% |
| YTD | +12.1% | +36.9% | -24.8% | +5.5% |
| 1Y | +51.1% | +31.7% | +19.3% | +43.0% |
| 3Y | +296.1% | +164.5% | +131.6% | +231.7% |
| 5Y | +228.1% | +212.6% | +15.5% | +164.5% |
| All | +235.6% | +330.1% | -94.5% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling