+77.5%
GDXJ vs FIS
+127.8%
-50.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | +0.2% |
| 7D | +4.3% | -3.5% | +7.8% | +5.1% |
| 30D | +8.4% | -7.8% | +16.3% | +10.2% |
| 3M | +25.5% | +0.8% | +24.7% | +24.4% |
| 6M | -6.3% | -21.9% | +15.6% | -2.0% |
| YTD | +12.1% | -39.5% | +51.6% | +24.4% |
| 1Y | +51.1% | -41.0% | +92.0% | +68.3% |
| 3Y | +296.1% | -23.6% | +319.7% | +305.5% |
| 5Y | +228.1% | -65.6% | +293.7% | +304.6% |
| 10Y | +211.8% | -40.2% | +252.0% | +216.6% |
| All | +77.5% | +127.8% | -50.4% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling