+44.1%
GDXJ vs USFD
+23.2%
+21.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -6.2% | -8.0% | +1.8% | -5.6% |
| 30D | +4.6% | -13.1% | +17.7% | +5.9% |
| 3M | +31.3% | +6.5% | +24.7% | +30.8% |
| 6M | -10.7% | +5.7% | -16.4% | -10.4% |
| YTD | +9.1% | +27.5% | -18.5% | +1.5% |
| 1Y | +44.1% | +23.4% | +20.7% | +29.9% |
| All | +44.1% | +23.2% | +21.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling