+227.7%
GDX vs FXI
-7.1%
+234.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +4.0% | -1.0% | +4.9% | +4.3% |
| 30D | +9.5% | -3.2% | +12.7% | +10.8% |
| 3M | +25.1% | +1.7% | +23.4% | +24.2% |
| 6M | -2.9% | -1.6% | -1.4% | -2.1% |
| YTD | +14.7% | -7.9% | +22.6% | +18.6% |
| 1Y | +47.4% | -9.6% | +57.0% | +53.3% |
| 3Y | +259.7% | +40.5% | +219.2% | +217.5% |
| 5Y | +227.7% | -6.2% | +233.9% | +213.1% |
| All | +227.7% | -7.1% | +234.8% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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