+211.3%
GDX vs FE
+42.7%
+168.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | +13.6% | -1.0% | +14.7% | +14.1% |
| 30D | +2.5% | +4.1% | -1.6% | +0.7% |
| 3M | +4.4% | -1.0% | +5.4% | +4.7% |
| 6M | -5.2% | +4.0% | -9.2% | -7.2% |
| YTD | +2.1% | +6.8% | -4.7% | -0.8% |
| 1Y | +24.7% | +5.3% | +19.4% | +21.9% |
| 3Y | +211.3% | +44.6% | +166.7% | +141.0% |
| All | +211.3% | +42.7% | +168.6% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling