+228.8%
GDX vs F
+50.7%
+178.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +11.5% | +1.0% | +10.5% | +11.3% |
| 30D | -3.1% | +2.1% | -5.3% | -3.5% |
| 3M | -4.4% | -10.3% | +5.8% | -2.3% |
| 6M | -8.6% | +3.3% | -11.8% | -9.0% |
| YTD | +0.8% | -2.0% | +2.8% | +1.0% |
| 1Y | +14.7% | -2.3% | +16.9% | +14.9% |
| 3Y | +228.8% | +49.9% | +178.9% | +197.5% |
| All | +228.8% | +50.7% | +178.1% | +197.5% |
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 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