+24.8%
GDX vs FIG
-52.3%
+77.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +8.9% |
| 7D | +0.8% | -4.7% | +5.4% | +0.7% |
| 30D | -3.2% | +0.5% | -3.8% | -3.3% |
| 3M | +8.6% | -18.4% | +27.0% | +8.7% |
| 6M | -1.2% | +10.9% | -12.1% | -1.0% |
| YTD | -1.4% | -40.8% | +39.4% | +10.2% |
| 1Y | +24.8% | -51.7% | +76.5% | +49.3% |
| All | +24.8% | -52.3% | +77.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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