+173.8%
GDX vs F
+259.8%
-86.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -4.4% | -10.3% | +5.8% | -3.0% |
| 6M | -8.6% | +3.3% | -11.8% | -9.2% |
| YTD | +0.8% | -2.0% | +2.8% | +0.9% |
| 1Y | +14.7% | -2.3% | +16.9% | +14.7% |
| 3Y | +228.8% | +49.9% | +178.9% | +207.3% |
| 5Y | +173.4% | -12.5% | +185.8% | +167.1% |
| 10Y | +319.2% | +74.3% | +245.0% | +258.3% |
| All | +173.8% | +259.8% | -86.0% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling