+189.5%
GDX vs FHN
+4.9%
+184.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.3% |
| 7D | +15.6% | -0.5% | +16.0% | +15.6% |
| 30D | +2.4% | +1.9% | +0.5% | +2.3% |
| 3M | +1.7% | -6.9% | +8.7% | +2.2% |
| 6M | -3.3% | -3.1% | -0.2% | -3.2% |
| YTD | +6.6% | +0.6% | +6.1% | +6.5% |
| 1Y | +27.0% | +12.4% | +14.6% | +26.0% |
| 3Y | +243.4% | +133.7% | +109.7% | +223.5% |
| 5Y | +194.2% | +61.4% | +132.8% | +178.9% |
| 10Y | +310.1% | +97.9% | +212.3% | +269.9% |
| All | +189.5% | +4.9% | +184.6% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling