+310.9%
GDX vs FHN
+126.6%
+184.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +4.0% | +2.7% | +1.3% | +3.9% |
| 30D | +9.5% | -3.1% | +12.6% | +9.6% |
| 3M | +25.1% | +2.3% | +22.7% | +24.9% |
| 6M | -2.9% | +9.7% | -12.7% | -3.3% |
| YTD | +14.7% | +4.7% | +10.0% | +14.5% |
| 1Y | +47.4% | +13.8% | +33.7% | +46.7% |
| 3Y | +259.7% | +131.6% | +128.1% | +249.5% |
| 5Y | +227.7% | +91.1% | +136.5% | +215.2% |
| All | +310.9% | +126.6% | +184.3% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling