+21.8%
GDXJ vs FIGR
-41.8%
+63.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.5% | +8.9% |
| 7D | -0.2% | -1.3% | +1.2% | +0.1% |
| 30D | -7.6% | -17.6% | +10.0% | -4.7% |
| 3M | +2.3% | -16.7% | +19.0% | +5.6% |
| 6M | -7.8% | -36.1% | +28.3% | -2.5% |
| YTD | -8.4% | -43.6% | +35.2% | -4.3% |
| 1Y | +21.8% | -39.8% | +61.6% | +26.5% |
| All | +21.8% | -41.8% | +63.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling