+228.4%
GDXJ vs FTI
+1,109.5%
-881.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.4% |
| 7D | -6.2% | -5.6% | -0.6% | -5.0% |
| 30D | +4.6% | +0.4% | +4.2% | +4.5% |
| 3M | +31.3% | +8.1% | +23.2% | +28.5% |
| 6M | -10.7% | +16.7% | -27.4% | -14.3% |
| YTD | +9.1% | +70.0% | -60.9% | -3.6% |
| 1Y | +44.1% | +85.4% | -41.3% | +24.8% |
| 3Y | +285.4% | +265.9% | +19.5% | +179.9% |
| 5Y | +228.4% | +1,072.7% | -844.4% | +76.9% |
| All | +228.4% | +1,109.5% | -881.1% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling