+51.8%
FTNT vs GDXJ
+19.5%
+32.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | +0.2% |
| 7D | -25.7% | -0.2% | -25.5% | -25.6% |
| 30D | -29.7% | -7.6% | -22.1% | -29.3% |
| 3M | -23.1% | +2.3% | -25.4% | -23.9% |
| 6M | +45.0% | -7.8% | +52.8% | +44.2% |
| YTD | +62.9% | -8.4% | +71.3% | +57.6% |
| 1Y | +51.8% | +21.8% | +30.0% | +40.4% |
| All | +51.8% | +19.5% | +32.3% | +40.4% |
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