+310.1%
GDX vs FDS
+135.1%
+175.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +15.6% | -5.0% | +20.5% | +16.4% |
| 30D | +2.4% | +13.8% | -11.3% | +0.4% |
| 3M | +1.7% | +14.8% | -13.1% | -0.6% |
| 6M | -3.3% | +47.4% | -50.7% | -10.0% |
| YTD | +6.6% | +14.2% | -7.5% | +3.6% |
| 1Y | +27.0% | +26.6% | +0.3% | +20.4% |
| 3Y | +243.4% | -24.4% | +267.8% | +261.9% |
| 5Y | +194.2% | -22.6% | +216.8% | +205.3% |
| 10Y | +310.1% | +130.0% | +180.2% | +318.5% |
| All | +310.1% | +135.1% | +175.0% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling