+310.1%
GDX vs F
+88.0%
+222.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +15.6% | -0.6% | +16.2% | +15.7% |
| 30D | +2.4% | +2.9% | -0.4% | +2.1% |
| 3M | +1.7% | -9.5% | +11.2% | +3.1% |
| 6M | -3.3% | +4.0% | -7.3% | -3.9% |
| YTD | +6.6% | -1.3% | +7.9% | +6.6% |
| 1Y | +27.0% | -1.9% | +28.9% | +27.1% |
| 3Y | +243.4% | +53.5% | +189.9% | +223.6% |
| 5Y | +194.2% | -15.1% | +209.3% | +186.3% |
| 10Y | +310.1% | +81.0% | +229.2% | +255.7% |
| All | +310.1% | +88.0% | +222.2% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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