Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GDX vs FTAI✓SelectedUSD · FTAIGDX vs FTAI performance historyLatest closeAs of-0.86%09/08
Stock and ETF performance explorer

GDX vs FTAI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+425.7%
FTAI return
+2,588.5%
Excess return
-2,162.8%
Maximum drawdown
-49.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFTAIExcessAlpha
1D-0.9%+0.2%-1.1%-0.9%
7D+4.0%+3.9%0.0%+3.4%
30D+9.5%-8.8%+18.3%+10.8%
3M+25.1%-14.5%+39.6%+27.4%
6M-2.9%-24.0%+21.1%+0.1%
YTD+14.7%+0.5%+14.3%+14.5%
1Y+47.4%+19.1%+28.3%+43.9%
3Y+259.7%+460.7%-201.1%+177.1%
5Y+227.7%+947.3%-719.7%+128.7%
10Y+289.0%+3,244.4%-2,955.4%+118.3%
All+425.7%+2,588.5%-2,162.8%+180.8%

Cumulative growth

Daily Returns

Daily percentage return beside FTAI.

Daily Out/Under-Performance

Portfolio return minus FTAI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FTAI 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 FTAI 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