+77.5%
GDXJ vs FTI
+289.0%
-211.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +8.4% | +12.3% | -3.9% | +5.4% |
| 3M | +25.5% | +13.8% | +11.8% | +21.1% |
| 6M | -6.3% | +24.3% | -30.6% | -11.7% |
| YTD | +12.1% | +75.8% | -63.7% | -2.7% |
| 1Y | +51.1% | +99.6% | -48.6% | +26.9% |
| 3Y | +296.1% | +278.4% | +17.6% | +178.1% |
| 5Y | +228.1% | +1,168.7% | -940.6% | +63.7% |
| 10Y | +211.8% | +297.5% | -85.7% | +81.5% |
| All | +77.5% | +289.0% | -211.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling