-55.8%
FIG vs GDXJ
+58.9%
-114.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.2% |
| 7D | -16.3% | +0.2% | -16.5% | -16.3% |
| 30D | -14.3% | +17.9% | -32.2% | -15.2% |
| 3M | +7.2% | +15.3% | -8.2% | +6.2% |
| 6M | -18.6% | -9.4% | -9.2% | -16.7% |
| YTD | -35.5% | +13.4% | -48.9% | -39.6% |
| 1Y | -55.8% | +59.7% | -115.4% | -62.7% |
| All | -55.8% | +58.9% | -114.7% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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