+139.8%
FTNT vs GDXJ
+285.5%
-145.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.8% |
| 7D | -0.1% | -2.8% | +2.7% | +0.1% |
| 30D | -3.0% | +5.0% | -7.9% | -3.4% |
| 3M | +7.6% | +24.1% | -16.5% | +5.5% |
| 6M | +87.0% | -7.4% | +94.3% | +86.8% |
| YTD | +96.5% | +10.2% | +86.3% | +93.1% |
| 1Y | +92.9% | +42.5% | +50.4% | +85.9% |
| 3Y | +139.8% | +285.7% | -145.9% | +125.2% |
| All | +139.8% | +285.5% | -145.6% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling