+214.2%
GDX vs FXI
+132.5%
+81.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | +18.6% | -0.6% | +19.2% | +18.9% |
| 3M | +14.9% | +1.9% | +13.0% | +14.1% |
| 6M | -6.3% | -0.2% | -6.1% | -5.9% |
| YTD | +15.7% | -5.6% | +21.3% | +18.5% |
| 1Y | +54.8% | -4.7% | +59.5% | +58.1% |
| 3Y | +253.4% | +38.0% | +215.4% | +211.1% |
| 5Y | +219.7% | -2.7% | +222.3% | +207.3% |
| 10Y | +300.2% | +19.9% | +280.3% | +243.0% |
| All | +214.2% | +132.5% | +81.7% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling