+215.1%
GDXJ vs FIS
-39.8%
+254.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -7.9% | +5.1% | -1.3% |
| 30D | +5.0% | -8.0% | +12.9% | +6.4% |
| 3M | +24.1% | +0.6% | +23.5% | +23.0% |
| 6M | -7.4% | -22.2% | +14.9% | -3.5% |
| YTD | +10.2% | -40.8% | +51.0% | +21.5% |
| 1Y | +42.5% | -41.5% | +84.1% | +57.3% |
| 3Y | +285.7% | -25.5% | +311.2% | +294.9% |
| 5Y | +231.9% | -64.8% | +296.6% | +301.0% |
| All | +215.1% | -39.8% | +254.9% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FIS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling