+215.1%
GDXJ vs FTI
+305.3%
-90.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.8% | -4.4% | +1.6% | -2.0% |
| 30D | +5.0% | +1.5% | +3.5% | +4.7% |
| 3M | +24.1% | +8.2% | +15.9% | +22.1% |
| 6M | -7.4% | +18.8% | -26.2% | -10.5% |
| YTD | +10.2% | +71.7% | -61.5% | +0.1% |
| 1Y | +42.5% | +90.0% | -47.5% | +27.1% |
| 3Y | +285.7% | +270.5% | +15.2% | +202.7% |
| 5Y | +231.9% | +1,084.5% | -852.7% | +111.2% |
| All | +215.1% | +305.3% | -90.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling