+233.6%
GDX vs FERG
+70.2%
+163.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.4% |
| 7D | +1.9% | +0.9% | +1.0% | +1.6% |
| 30D | +9.9% | -15.1% | +25.0% | +14.4% |
| 3M | +28.2% | -4.8% | +33.0% | +29.6% |
| 6M | -2.9% | -2.5% | -0.4% | -2.4% |
| YTD | +16.0% | +1.8% | +14.2% | +15.8% |
| 1Y | +49.9% | -0.3% | +50.2% | +49.8% |
| 3Y | +263.6% | +52.9% | +210.6% | +219.8% |
| 5Y | +233.6% | +69.3% | +164.3% | +159.5% |
| All | +233.6% | +70.2% | +163.4% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling