+183.5%
GDX vs FGI
-68.3%
+251.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.5% |
| 7D | +0.7% | +6.9% | -6.1% | +0.7% |
| 30D | -3.8% | +3.9% | -7.7% | -3.8% |
| 3M | -5.4% | +74.3% | -79.7% | -6.8% |
| 6M | -12.7% | +28.9% | -41.6% | -13.7% |
| YTD | -0.7% | +39.1% | -39.8% | -3.2% |
| 1Y | +11.9% | +49.3% | -37.5% | +8.6% |
| 3Y | +223.9% | +5.7% | +218.2% | +208.1% |
| All | +183.5% | -68.3% | +251.8% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling