+243.4%
GDX vs FGI
0.0%
+243.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.4% |
| 7D | +15.6% | -1.4% | +16.9% | +15.6% |
| 30D | +2.4% | -3.2% | +5.7% | +2.4% |
| 3M | +1.7% | +64.1% | -62.4% | +0.9% |
| 6M | -3.3% | +17.2% | -20.5% | -3.8% |
| YTD | +6.6% | +31.6% | -24.9% | +4.7% |
| 1Y | +27.0% | +45.1% | -18.1% | +24.5% |
| 3Y | +243.4% | -2.0% | +245.3% | +240.6% |
| All | +243.4% | 0.0% | +243.4% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling