+326.3%
GDX vs FTI
+189.4%
+136.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -6.8% | +4.3% | -11.1% | -7.2% |
| 30D | -2.1% | -4.7% | +2.6% | -1.7% |
| 3M | -7.5% | -13.5% | +6.0% | -6.1% |
| 6M | -15.2% | -8.7% | -6.4% | -14.5% |
| YTD | -4.8% | +49.0% | -53.8% | -9.3% |
| 1Y | +6.7% | +54.0% | -47.3% | +1.4% |
| 3Y | +212.7% | +211.6% | +1.1% | +172.5% |
| 5Y | +151.7% | +881.9% | -730.2% | +93.5% |
| All | +326.3% | +189.4% | +136.9% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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