+224.9%
GDXJ vs FGI
+1.5%
+223.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.8% |
| 7D | +13.4% | -7.0% | +20.4% | +13.5% |
| 30D | -1.3% | -4.2% | +2.9% | -1.3% |
| 3M | -1.5% | +55.6% | -57.1% | -2.4% |
| 6M | -12.2% | -3.2% | -9.1% | -12.5% |
| YTD | -5.3% | +29.1% | -34.4% | -7.2% |
| 1Y | +22.0% | +51.0% | -29.0% | +19.3% |
| 3Y | +224.9% | +1.5% | +223.4% | +221.5% |
| All | +224.9% | +1.5% | +223.4% | +221.5% |
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