+233.6%
GDX vs FTI
+1,177.2%
-943.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +2.3% |
| 30D | +9.9% | +5.0% | +4.9% | +9.0% |
| 3M | +28.2% | +13.8% | +14.4% | +25.0% |
| 6M | -2.9% | +22.9% | -25.8% | -6.8% |
| YTD | +16.0% | +75.0% | -59.0% | +5.1% |
| 1Y | +49.9% | +96.9% | -47.0% | +33.1% |
| 3Y | +263.6% | +276.7% | -13.2% | +184.6% |
| 5Y | +233.6% | +1,157.0% | -923.4% | +113.4% |
| All | +233.6% | +1,177.2% | -943.7% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling