+78.4%
GDX vs FIG
-77.2%
+155.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.4% |
| 7D | +15.6% | -12.6% | +28.2% | +15.7% |
| 30D | +2.4% | -13.8% | +16.2% | +2.5% |
| 3M | +1.7% | -16.7% | +18.4% | +2.0% |
| 6M | -3.3% | -6.1% | +2.8% | -3.1% |
| YTD | +6.6% | -48.1% | +54.7% | +9.5% |
| 1Y | +27.0% | -56.2% | +83.1% | +30.7% |
| All | +78.4% | -77.2% | +155.6% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling