+172.3%
GDX vs FGI
-66.3%
+238.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.1% | -4.0% |
| 7D | -4.6% | +13.5% | -18.1% | -4.7% |
| 30D | -6.2% | +17.1% | -23.3% | -6.3% |
| 3M | -10.0% | +78.0% | -88.0% | -11.3% |
| 6M | -15.8% | +46.4% | -62.2% | -16.8% |
| YTD | -4.6% | +47.7% | -52.3% | -7.1% |
| 1Y | +4.0% | +56.8% | -52.8% | +1.0% |
| 3Y | +211.1% | +12.3% | +198.8% | +195.8% |
| All | +172.3% | -66.3% | +238.6% | +165.4% |
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