+231.2%
GDXJ vs FIS
-53.2%
+284.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | -8.1% | +2.8% | -10.9% | -8.5% |
| 30D | -5.5% | -16.7% | +11.2% | -4.3% |
| 3M | -14.6% | -32.3% | +17.7% | -10.2% |
| 6M | -23.2% | -29.1% | +5.9% | -20.5% |
| YTD | -13.0% | -54.1% | +41.2% | -1.7% |
| 1Y | +2.8% | -53.7% | +56.5% | +15.8% |
| 3Y | +221.5% | -38.8% | +260.3% | +233.2% |
| 5Y | +123.4% | -71.1% | +194.5% | +172.2% |
| All | +231.2% | -53.2% | +284.4% | +312.7% |
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