+37.8%
GDXJ vs FIS
+72.7%
-34.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.4% |
| 7D | -8.1% | +2.8% | -10.9% | -8.6% |
| 30D | -5.5% | -16.7% | +11.2% | -3.8% |
| 3M | -14.6% | -32.3% | +17.7% | -9.2% |
| 6M | -23.2% | -29.1% | +5.9% | -19.7% |
| YTD | -13.0% | -54.1% | +41.2% | +0.2% |
| 1Y | +2.8% | -53.7% | +56.5% | +18.0% |
| 3Y | +221.5% | -38.8% | +260.3% | +237.1% |
| 5Y | +123.4% | -71.1% | +194.5% | +177.6% |
| 10Y | +238.2% | -53.1% | +291.2% | +252.3% |
| All | +37.8% | +72.7% | -34.9% | -30.2% |
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 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