+215.1%
GDXJ vs USFR
+28.1%
+187.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | +5.0% | +0.4% | +4.6% | +4.5% |
| 3M | +24.1% | +1.0% | +23.0% | +22.7% |
| 6M | -7.4% | +2.0% | -9.3% | -9.4% |
| YTD | +10.2% | +2.8% | +7.5% | +6.6% |
| 1Y | +42.5% | +4.1% | +38.5% | +35.7% |
| 3Y | +285.7% | +14.1% | +271.6% | +233.9% |
| 5Y | +231.9% | +20.6% | +211.3% | +169.2% |
| All | +215.1% | +28.1% | +187.0% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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