+297.5%
GDXJ vs FIS
-26.4%
+324.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.5% |
| 7D | +0.9% | -9.1% | +10.0% | +1.4% |
| 30D | +8.8% | -10.4% | +19.3% | +9.4% |
| 3M | +29.8% | -3.7% | +33.5% | +29.4% |
| 6M | -5.8% | -24.8% | +19.0% | -3.7% |
| YTD | +13.6% | -41.6% | +55.2% | +20.7% |
| 1Y | +54.5% | -42.7% | +97.2% | +64.6% |
| All | +297.5% | -26.4% | +324.0% | +275.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling