+4.0%
GDX vs FE
+4.7%
-0.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -6.2% | +3.9% | -10.1% | -7.3% |
| 3M | -10.0% | -0.1% | -9.9% | -10.2% |
| 6M | -15.8% | +6.1% | -21.8% | -17.7% |
| YTD | -4.6% | +8.1% | -12.6% | -2.0% |
| 1Y | +4.0% | +4.4% | -0.4% | +9.4% |
| All | +4.0% | +4.7% | -0.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling