+243.4%
GDX vs FHN
+129.2%
+114.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.2% |
| 7D | +15.6% | -0.5% | +16.0% | +15.6% |
| 30D | +2.4% | +1.9% | +0.5% | +2.2% |
| 3M | +1.7% | -6.9% | +8.7% | +2.4% |
| 6M | -3.3% | -3.1% | -0.2% | -3.2% |
| YTD | +6.6% | +0.6% | +6.1% | +6.2% |
| 1Y | +27.0% | +12.4% | +14.6% | +25.6% |
| 3Y | +243.4% | +133.7% | +109.7% | +185.6% |
| All | +243.4% | +129.2% | +114.2% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling