+215.1%
GDXJ vs FIS
-40.5%
+255.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -2.8% | -9.0% | +6.1% | -1.1% |
| 30D | +5.0% | -9.0% | +14.0% | +6.6% |
| 3M | +24.1% | -0.5% | +24.6% | +23.3% |
| 6M | -7.4% | -23.1% | +15.7% | -3.3% |
| YTD | +10.2% | -41.5% | +51.7% | +21.8% |
| 1Y | +42.5% | -42.2% | +84.7% | +57.7% |
| 3Y | +285.7% | -26.3% | +312.1% | +295.8% |
| 5Y | +231.9% | -65.2% | +297.0% | +301.9% |
| All | +215.1% | -40.5% | +255.6% | +249.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling