+46.9%
GDXJ vs FIGR
+5.9%
+41.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.9% | +14.9% | -13.9% | -1.0% |
| 30D | +8.8% | +32.3% | -23.5% | +4.7% |
| 3M | +29.8% | +34.8% | -4.9% | +24.5% |
| 6M | -5.8% | +16.8% | -22.6% | -8.5% |
| YTD | +13.6% | -6.7% | +20.3% | +10.1% |
| All | +46.9% | +5.9% | +41.0% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling