+289.0%
GDX vs FDS
+77.6%
+211.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.2% |
| 7D | +4.0% | -5.4% | +9.3% | +4.8% |
| 30D | +9.5% | +1.6% | +7.9% | +9.2% |
| 3M | +25.1% | +17.7% | +7.4% | +21.3% |
| 6M | -2.9% | +29.1% | -32.0% | -8.1% |
| YTD | +14.7% | +1.0% | +13.8% | +13.7% |
| 1Y | +47.4% | -21.6% | +69.0% | +54.0% |
| 3Y | +259.7% | -30.1% | +289.8% | +282.7% |
| 5Y | +227.7% | -20.7% | +248.4% | +235.2% |
| 10Y | +289.0% | +78.3% | +210.7% | +276.5% |
| All | +289.0% | +77.6% | +211.4% | +276.5% |
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