+2,072.5%
FTNT vs GDXJ
+237.3%
+1,835.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.9% |
| 7D | -0.1% | -2.8% | +2.7% | +0.2% |
| 30D | -3.0% | +5.0% | -7.9% | -3.8% |
| 3M | +7.6% | +24.1% | -16.5% | +3.9% |
| 6M | +87.0% | -7.4% | +94.3% | +86.8% |
| YTD | +96.5% | +10.2% | +86.3% | +90.6% |
| 1Y | +92.9% | +42.5% | +50.4% | +79.6% |
| 3Y | +139.8% | +285.7% | -145.9% | +88.8% |
| 5Y | +151.3% | +231.9% | -80.5% | +98.5% |
| All | +2,072.5% | +237.3% | +1,835.2% | +1,617.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling