+42.5%
GDXJ vs FIS
-41.2%
+83.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +0.9% |
| 7D | -2.8% | -9.0% | +6.1% | -4.1% |
| 30D | +5.0% | -9.0% | +14.0% | +3.6% |
| 3M | +24.1% | -0.5% | +24.6% | +23.6% |
| 6M | -7.4% | -23.1% | +15.7% | -10.1% |
| YTD | +10.2% | -41.5% | +51.7% | +5.1% |
| 1Y | +42.5% | -42.2% | +84.7% | +35.3% |
| All | +42.5% | -41.2% | +83.7% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling