+327.3%
GDX vs F
+64.3%
+263.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.6% |
| 7D | -4.6% | -3.9% | -0.7% | -4.0% |
| 30D | -6.2% | -0.5% | -5.7% | -6.1% |
| 3M | -10.0% | -12.9% | +2.9% | -8.3% |
| 6M | -15.8% | +1.5% | -17.3% | -15.9% |
| YTD | -4.6% | -5.0% | +0.4% | -4.1% |
| 1Y | +4.0% | -7.3% | +11.4% | +4.9% |
| 3Y | +211.1% | +45.3% | +165.8% | +194.6% |
| 5Y | +152.3% | -15.8% | +168.0% | +146.1% |
| All | +327.3% | +64.3% | +263.0% | +253.8% |
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