+310.1%
GDX vs FDX
+160.0%
+150.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +4.2% |
| 7D | +15.6% | +0.2% | +15.4% | +15.5% |
| 30D | +2.4% | +9.3% | -6.9% | +1.9% |
| 3M | +1.7% | +0.5% | +1.3% | +1.7% |
| 6M | -3.3% | +5.3% | -8.6% | -3.6% |
| YTD | +6.6% | +38.6% | -32.0% | +5.2% |
| 1Y | +27.0% | +53.5% | -26.6% | +24.8% |
| 3Y | +243.4% | +74.2% | +169.2% | +234.3% |
| 5Y | +194.2% | +75.3% | +118.9% | +182.5% |
| 10Y | +310.1% | +156.3% | +153.9% | +405.0% |
| All | +310.1% | +160.0% | +150.1% | +405.0% |
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