+232.1%
GDXJ vs FGI
-69.8%
+301.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | +4.3% | +5.2% | -0.9% | +4.2% |
| 30D | +8.4% | +65.2% | -56.8% | +6.6% |
| 3M | +25.5% | +30.2% | -4.7% | +23.8% |
| 6M | -6.3% | +87.8% | -94.1% | -9.9% |
| YTD | +12.1% | +32.5% | -20.4% | +8.7% |
| 1Y | +51.1% | +93.6% | -42.5% | +43.3% |
| 3Y | +296.1% | -2.6% | +298.7% | +273.8% |
| All | +232.1% | -69.8% | +301.9% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling