+212.7%
GDX vs FDS
-23.3%
+236.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -6.8% | +1.5% | -8.3% | -6.8% |
| 30D | -2.1% | +14.8% | -16.9% | -2.1% |
| 3M | -7.5% | +16.3% | -23.8% | -7.3% |
| 6M | -15.2% | +66.2% | -81.4% | -15.5% |
| YTD | -4.8% | +16.2% | -21.1% | -2.5% |
| 1Y | +6.7% | +21.8% | -15.1% | +8.7% |
| 3Y | +212.7% | -23.9% | +236.6% | +244.7% |
| All | +212.7% | -23.3% | +236.0% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling