+4.0%
GDX vs FGI
+51.2%
-47.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.1% | -4.0% |
| 7D | -4.6% | +13.5% | -18.1% | -4.6% |
| 30D | -6.2% | +17.1% | -23.3% | -6.2% |
| 3M | -10.0% | +78.0% | -88.0% | -10.8% |
| 6M | -15.8% | +46.4% | -62.2% | -16.3% |
| YTD | -4.6% | +47.7% | -52.3% | -9.1% |
| 1Y | +4.0% | +56.8% | -52.8% | -2.0% |
| All | +4.0% | +51.2% | -47.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling