+191.5%
GDX vs FGI
-70.6%
+262.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.2% |
| 7D | +13.6% | -7.0% | +20.6% | +13.7% |
| 30D | +2.5% | -4.2% | +6.7% | +2.5% |
| 3M | +4.4% | +55.6% | -51.2% | +3.0% |
| 6M | -5.2% | -3.2% | -2.1% | -5.9% |
| YTD | +2.1% | +29.1% | -27.0% | -0.4% |
| 1Y | +24.7% | +51.0% | -26.3% | +21.0% |
| 3Y | +211.3% | +1.5% | +209.8% | +195.8% |
| All | +191.5% | -70.6% | +262.0% | +184.4% |
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 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