+313.5%
GDXJ vs USFR
+27.6%
+285.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +8.4% | +0.3% | +8.1% | +8.3% |
| 3M | +25.5% | +1.0% | +24.5% | +25.0% |
| 6M | -6.3% | +1.9% | -8.3% | -7.2% |
| YTD | +12.1% | +2.7% | +9.4% | +10.7% |
| 1Y | +51.1% | +4.0% | +47.0% | +48.3% |
| 3Y | +296.1% | +14.0% | +282.0% | +274.1% |
| 5Y | +228.1% | +20.4% | +207.7% | +202.6% |
| 10Y | +211.8% | +28.1% | +183.8% | +180.9% |
| All | +313.5% | +27.6% | +285.9% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling