+212.7%
GDX vs F
+45.8%
+166.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | -3.1% | -3.7% | -6.1% |
| 30D | -2.1% | 0.0% | -2.1% | -2.0% |
| 3M | -7.5% | -13.2% | +5.7% | -4.7% |
| 6M | -15.2% | -10.2% | -5.0% | -13.1% |
| YTD | -4.8% | -4.9% | +0.1% | -4.0% |
| 1Y | +6.7% | -6.1% | +12.8% | +7.8% |
| 3Y | +212.7% | +46.0% | +166.8% | +185.9% |
| All | +212.7% | +45.8% | +166.9% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling