+228.4%
GDXJ vs USFR
+20.4%
+208.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +4.6% | +0.3% | +4.3% | +4.8% |
| 3M | +31.3% | +1.0% | +30.3% | +32.0% |
| 6M | -10.7% | +1.9% | -12.6% | -10.5% |
| YTD | +9.1% | +2.7% | +6.4% | +8.5% |
| 1Y | +44.1% | +4.0% | +40.1% | +41.9% |
| 3Y | +285.4% | +14.1% | +271.3% | +308.5% |
| 5Y | +228.4% | +20.5% | +207.9% | +254.0% |
| All | +228.4% | +20.4% | +208.0% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling