+289.0%
GDX vs FDX
+178.0%
+111.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | +9.5% | -1.4% | +10.9% | +9.5% |
| 3M | +25.1% | -4.5% | +29.6% | +25.4% |
| 6M | -2.9% | +9.4% | -12.3% | -3.4% |
| YTD | +14.7% | +36.0% | -21.3% | +13.2% |
| 1Y | +47.4% | +75.5% | -28.1% | +43.9% |
| 3Y | +259.7% | +62.8% | +196.9% | +250.2% |
| 5Y | +227.7% | +64.4% | +163.3% | +214.1% |
| 10Y | +289.0% | +175.5% | +113.5% | +253.2% |
| All | +289.0% | +178.0% | +111.0% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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