+42.5%
GDXJ vs FIGR
-3.1%
+45.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.7% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | +5.0% | +13.7% | -8.7% | +3.1% |
| 3M | +24.1% | +23.9% | +0.2% | +20.3% |
| 6M | -7.4% | -8.4% | +1.1% | -7.9% |
| YTD | +10.2% | -14.6% | +24.8% | +8.2% |
| 1Y | +42.5% | +12.1% | +30.5% | +36.9% |
| All | +42.5% | -3.1% | +45.7% | +36.9% |
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