+301.1%
GDXJ vs FGI
-5.3%
+306.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.5% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | +17.9% | +65.4% | -47.5% | +16.7% |
| 3M | +15.3% | +23.5% | -8.2% | +14.6% |
| 6M | -9.4% | +60.5% | -70.0% | -11.5% |
| YTD | +13.4% | +30.0% | -16.6% | +11.1% |
| 1Y | +59.7% | +82.1% | -22.4% | +55.6% |
| All | +301.1% | -5.3% | +306.4% | +298.5% |
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