+291.6%
GDX vs FERG
+348.1%
-56.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | +6.6% | -11.8% | +18.4% | +8.2% |
| 3M | +30.1% | -1.2% | +31.3% | +30.2% |
| 6M | -7.1% | -2.3% | -4.8% | -6.8% |
| YTD | +12.0% | +0.8% | +11.2% | +12.1% |
| 1Y | +41.2% | +0.5% | +40.7% | +41.3% |
| 3Y | +251.0% | +51.4% | +199.6% | +237.0% |
| 5Y | +226.7% | +67.5% | +159.2% | +206.1% |
| All | +291.6% | +348.1% | -56.5% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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