+254.3%
GDX vs FERG
+54.5%
+199.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | +4.0% | +3.4% | +0.6% | +3.1% |
| 30D | +9.5% | -11.5% | +21.0% | +12.7% |
| 3M | +25.1% | +1.3% | +23.8% | +24.5% |
| 6M | -2.9% | -1.0% | -2.0% | -2.8% |
| YTD | +14.7% | +3.2% | +11.5% | +14.7% |
| 1Y | +47.4% | -3.0% | +50.4% | +48.5% |
| All | +254.3% | +54.5% | +199.8% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling