+319.2%
GDX vs FHN
+94.7%
+224.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.4% |
| 7D | +11.5% | +0.9% | +10.6% | +11.4% |
| 30D | -3.1% | +2.1% | -5.2% | -3.2% |
| 3M | -4.4% | -6.0% | +1.6% | -4.2% |
| 6M | -8.6% | -2.9% | -5.6% | -8.5% |
| YTD | +0.8% | +0.7% | +0.1% | +0.7% |
| 1Y | +14.7% | +11.0% | +3.7% | +14.2% |
| 3Y | +228.8% | +130.3% | +98.5% | +219.5% |
| 5Y | +173.4% | +61.3% | +112.1% | +165.0% |
| 10Y | +319.2% | +89.6% | +229.6% | +308.2% |
| All | +319.2% | +94.7% | +224.5% | +308.2% |
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