+214.2%
GDX vs FTI
+685.7%
-471.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.4% | +5.3% | -5.7% | -1.7% |
| 30D | +18.6% | +15.3% | +3.3% | +14.3% |
| 3M | +14.9% | +15.8% | -0.9% | +10.1% |
| 6M | -6.3% | +22.6% | -28.8% | -11.7% |
| YTD | +15.7% | +79.5% | -63.8% | -1.1% |
| 1Y | +54.8% | +102.0% | -47.2% | +28.1% |
| 3Y | +253.4% | +315.8% | -62.4% | +134.8% |
| 5Y | +219.7% | +1,129.5% | -909.8% | +49.6% |
| 10Y | +300.2% | +320.9% | -20.7% | +110.6% |
| All | +214.2% | +685.7% | -471.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling