+236.3%
GDXJ vs FIS
-66.7%
+303.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.8% |
| 7D | +0.9% | -9.1% | +10.0% | +2.1% |
| 30D | +8.8% | -10.4% | +19.3% | +10.2% |
| 3M | +29.8% | -3.7% | +33.5% | +29.8% |
| 6M | -5.8% | -24.8% | +19.0% | -2.6% |
| YTD | +13.6% | -41.6% | +55.2% | +22.4% |
| 1Y | +54.5% | -42.7% | +97.2% | +66.8% |
| 3Y | +301.4% | -26.2% | +327.6% | +307.7% |
| 5Y | +236.3% | -66.1% | +302.5% | +283.1% |
| All | +236.3% | -66.7% | +303.1% | +283.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling