+259.7%
GDXJ vs USFD
+353.0%
-93.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | +11.8% | +8.4% | +3.4% | +10.3% |
| 30D | -7.1% | +12.7% | -19.9% | -9.0% |
| 3M | -10.5% | +1.1% | -11.6% | -10.8% |
| 6M | -15.5% | +30.2% | -45.7% | -19.5% |
| YTD | -6.6% | +45.8% | -52.4% | -13.2% |
| 1Y | +11.3% | +51.9% | -40.6% | +2.8% |
| 3Y | +242.0% | +158.5% | +83.5% | +186.6% |
| 5Y | +147.7% | +208.0% | -60.4% | +99.1% |
| 10Y | +233.7% | +376.6% | -142.9% | +148.3% |
| All | +259.7% | +353.0% | -93.3% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling