+171.4%
GDX vs F
+262.7%
-91.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +5.4% | +1.4% | +4.1% | +5.3% |
| 30D | -2.8% | +2.0% | -4.8% | -3.0% |
| 3M | +2.5% | -10.4% | +12.8% | +4.0% |
| 6M | -0.1% | +9.7% | -9.8% | -1.5% |
| YTD | 0.0% | -1.2% | +1.2% | -0.1% |
| 1Y | +22.2% | 0.0% | +22.2% | +21.9% |
| 3Y | +201.4% | +41.1% | +160.3% | +183.8% |
| 5Y | +180.6% | -11.4% | +192.0% | +173.7% |
| 10Y | +277.2% | +85.0% | +192.2% | +219.5% |
| All | +171.4% | +262.7% | -91.3% | +85.2% |
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