+123.6%
GDXJ vs FXI
-9.2%
+132.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.1% | -4.2% | -3.9% | -6.3% |
| 30D | -5.5% | -1.1% | -4.3% | -4.9% |
| 3M | -14.6% | -4.0% | -10.6% | -12.9% |
| 6M | -23.2% | -11.8% | -11.4% | -18.7% |
| YTD | -13.0% | -11.9% | -1.1% | -7.5% |
| 1Y | +2.8% | -16.1% | +18.9% | +11.4% |
| 3Y | +221.5% | +38.8% | +182.7% | +179.8% |
| All | +123.6% | -9.2% | +132.8% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling