+177.3%
GDX vs FE
+116.2%
+61.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | +13.6% | -1.0% | +14.7% | +14.0% |
| 30D | +2.5% | +4.1% | -1.6% | +1.1% |
| 3M | +4.4% | -1.0% | +5.4% | +4.7% |
| 6M | -5.2% | +4.0% | -9.2% | -6.6% |
| YTD | +2.1% | +6.8% | -4.7% | -0.3% |
| 1Y | +24.7% | +5.3% | +19.4% | +22.3% |
| 3Y | +211.3% | +44.6% | +166.7% | +174.8% |
| 5Y | +186.7% | +44.2% | +142.5% | +152.3% |
| 10Y | +285.3% | +107.3% | +178.1% | +177.7% |
| All | +177.3% | +116.2% | +61.1% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling