+228.9%
GDX vs F
+55.4%
+173.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -0.4% | +5.3% | -5.7% | -1.2% |
| 30D | +18.6% | +4.6% | +14.0% | +17.8% |
| 3M | +14.9% | -3.7% | +18.5% | +15.4% |
| 6M | -6.3% | +16.8% | -23.1% | -8.5% |
| YTD | +15.7% | +15.3% | +0.4% | +13.1% |
| 1Y | +54.8% | +31.0% | +23.8% | +48.8% |
| 3Y | +253.4% | +45.4% | +208.0% | +230.8% |
| All | +228.9% | +55.4% | +173.5% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling