+79.5%
GDXJ vs FXI
+17.3%
+62.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.2% |
| 7D | +0.2% | +1.0% | -0.9% | -0.3% |
| 30D | +17.9% | -0.6% | +18.4% | +18.2% |
| 3M | +15.3% | +1.9% | +13.4% | +14.2% |
| 6M | -9.4% | -0.2% | -9.3% | -9.0% |
| YTD | +13.4% | -5.6% | +19.0% | +17.0% |
| 1Y | +59.7% | -4.7% | +64.3% | +64.1% |
| 3Y | +283.6% | +38.0% | +245.5% | +226.3% |
| 5Y | +217.6% | -2.7% | +220.3% | +204.9% |
| 10Y | +225.7% | +19.9% | +205.7% | +169.0% |
| All | +79.5% | +17.3% | +62.2% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling