+9,374.7%
FTNT vs GDXJ
+65.6%
+9,309.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | -2.7% | +4.3% | -7.0% | -3.3% |
| 30D | -1.4% | +8.4% | -9.8% | -2.5% |
| 3M | +10.1% | +25.5% | -15.4% | +6.4% |
| 6M | +88.2% | -6.3% | +94.5% | +87.8% |
| YTD | +98.3% | +12.1% | +86.2% | +92.5% |
| 1Y | +96.0% | +51.1% | +44.9% | +82.4% |
| 3Y | +145.8% | +296.1% | -150.3% | +98.2% |
| 5Y | +154.6% | +228.1% | -73.5% | +107.1% |
| 10Y | +2,063.6% | +211.8% | +1,851.8% | +1,602.1% |
| All | +9,374.7% | +65.6% | +9,309.2% | +7,839.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling