+14.7%
GDX vs FHN
+12.0%
+2.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.5% |
| 7D | +11.5% | +0.9% | +10.6% | +11.1% |
| 30D | -3.1% | +2.1% | -5.2% | -3.8% |
| 3M | -4.4% | -6.0% | +1.6% | -3.1% |
| 6M | -8.6% | -2.9% | -5.6% | -9.1% |
| YTD | +0.8% | +0.7% | +0.1% | -3.3% |
| 1Y | +14.7% | +11.0% | +3.7% | +7.6% |
| All | +14.7% | +12.0% | +2.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling