+212.7%
GDX vs FFIV
+95.4%
+117.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.2% |
| 7D | -6.8% | -0.5% | -6.3% | -6.7% |
| 30D | -2.1% | -32.4% | +30.3% | +4.0% |
| 3M | -7.5% | -25.7% | +18.2% | -3.5% |
| 6M | -15.2% | -13.5% | -1.7% | -14.2% |
| YTD | -4.8% | +21.1% | -25.9% | -10.5% |
| 1Y | +6.7% | +29.4% | -22.7% | -0.7% |
| 3Y | +212.7% | +94.9% | +117.8% | +135.3% |
| All | +212.7% | +95.4% | +117.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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