+214.2%
GDX vs FDS
+765.1%
-550.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.5% |
| 7D | -0.4% | -1.9% | +1.5% | 0.0% |
| 30D | +18.6% | +9.0% | +9.6% | +16.5% |
| 3M | +14.9% | +18.9% | -4.0% | +9.8% |
| 6M | -6.3% | +35.1% | -41.4% | -13.8% |
| YTD | +15.7% | +5.5% | +10.2% | +12.1% |
| 1Y | +54.8% | -16.8% | +71.7% | +57.9% |
| 3Y | +253.4% | -28.1% | +281.5% | +270.5% |
| 5Y | +219.7% | -17.4% | +237.1% | +219.9% |
| 10Y | +300.2% | +85.4% | +214.8% | +215.1% |
| All | +214.2% | +765.1% | -550.9% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling