+221.5%
GDXJ vs FGI
-16.0%
+237.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.5% |
| 7D | -8.1% | -14.4% | +6.3% | -8.1% |
| 30D | -5.5% | -11.8% | +6.3% | -5.4% |
| 3M | -14.6% | -46.2% | +31.7% | -14.3% |
| 6M | -23.2% | +5.2% | -28.4% | -23.7% |
| YTD | -13.0% | +10.5% | -23.5% | -14.7% |
| 1Y | +2.8% | +25.5% | -22.7% | +0.5% |
| 3Y | +221.5% | -16.0% | +237.5% | +218.7% |
| All | +221.5% | -16.0% | +237.5% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling