+171.6%
GDX vs FGI
-74.8%
+246.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +24.9% | 0.0% |
| 7D | -6.8% | -14.4% | +7.6% | -6.7% |
| 30D | -2.1% | -11.8% | +9.7% | -2.1% |
| 3M | -7.5% | -46.2% | +38.7% | -7.1% |
| 6M | -15.2% | +5.2% | -20.3% | -16.0% |
| YTD | -4.8% | +10.5% | -15.3% | -7.1% |
| 1Y | +6.7% | +25.5% | -18.8% | +3.7% |
| 3Y | +212.7% | -16.0% | +228.7% | +198.0% |
| All | +171.6% | -74.8% | +246.4% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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