+283.8%
GDX vs FE
+114.5%
+169.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | +18.6% | -1.2% | +19.8% | +19.0% |
| 3M | +14.9% | +3.5% | +11.4% | +13.8% |
| 6M | -6.3% | -6.1% | -0.2% | -4.9% |
| YTD | +15.7% | +7.6% | +8.1% | +13.5% |
| 1Y | +54.8% | +11.9% | +42.9% | +50.4% |
| 3Y | +253.4% | +48.4% | +205.0% | +220.4% |
| 5Y | +219.7% | +44.8% | +174.9% | +191.8% |
| All | +283.8% | +114.5% | +169.3% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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