+41.2%
GDX vs FTI
+89.8%
-48.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.9% |
| 7D | -5.4% | -5.6% | +0.2% | -4.2% |
| 30D | +6.6% | +0.4% | +6.1% | +6.5% |
| 3M | +30.1% | +8.1% | +22.0% | +27.3% |
| 6M | -7.1% | +16.7% | -23.8% | -12.9% |
| YTD | +12.0% | +70.0% | -58.0% | -3.6% |
| 1Y | +41.2% | +85.4% | -44.2% | +19.8% |
| All | +41.2% | +89.8% | -48.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling