+230.2%
GDX vs FGI
-70.4%
+300.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | +18.6% | +65.4% | -46.8% | +17.0% |
| 3M | +14.9% | +23.5% | -8.6% | +13.8% |
| 6M | -6.3% | +60.5% | -66.8% | -8.9% |
| YTD | +15.7% | +30.0% | -14.3% | +12.9% |
| 1Y | +54.8% | +82.1% | -27.2% | +48.6% |
| 3Y | +253.4% | -4.4% | +257.8% | +237.0% |
| All | +230.2% | -70.4% | +300.6% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling