+214.2%
GDX vs FDX
+355.1%
-140.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | -2.5% | +2.1% | 0.0% |
| 30D | +18.6% | +3.8% | +14.8% | +17.9% |
| 3M | +14.9% | -1.3% | +16.2% | +15.0% |
| 6M | -6.3% | +5.0% | -11.3% | -7.1% |
| YTD | +15.7% | +39.6% | -23.9% | +10.3% |
| 1Y | +54.8% | +81.1% | -26.3% | +42.3% |
| 3Y | +253.4% | +63.0% | +190.4% | +223.9% |
| 5Y | +219.7% | +65.6% | +154.1% | +186.7% |
| 10Y | +300.2% | +183.4% | +116.9% | +214.8% |
| All | +214.2% | +355.1% | -140.9% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling