+11.9%
GDX vs F
-2.7%
+14.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +0.7% | -2.1% | +2.9% | +1.6% |
| 30D | -3.8% | +3.3% | -7.1% | -4.9% |
| 3M | -5.4% | -11.3% | +5.9% | -1.4% |
| 6M | -12.7% | +5.3% | -18.0% | -15.0% |
| YTD | -0.7% | -2.2% | +1.6% | -3.3% |
| 1Y | +11.9% | -3.5% | +15.4% | +9.5% |
| All | +11.9% | -2.7% | +14.6% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling