+215.1%
GDXJ vs FXI
+17.1%
+198.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -2.8% | -3.9% | +1.1% | -1.2% |
| 30D | +5.0% | -2.1% | +7.1% | +5.9% |
| 3M | +24.1% | -0.5% | +24.5% | +24.1% |
| 6M | -7.4% | -4.5% | -2.8% | -5.1% |
| YTD | +10.2% | -9.2% | +19.5% | +15.5% |
| 1Y | +42.5% | -13.8% | +56.3% | +52.4% |
| 3Y | +285.7% | +36.6% | +249.1% | +235.3% |
| 5Y | +231.9% | -6.7% | +238.5% | +226.3% |
| All | +215.1% | +17.1% | +198.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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