+94.0%
GDX vs FIG
-74.1%
+168.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.1% |
| 7D | +1.9% | -14.5% | +16.3% | +2.0% |
| 30D | +9.9% | -13.3% | +23.2% | +10.1% |
| 3M | +28.2% | +7.4% | +20.8% | +28.3% |
| 6M | -2.9% | -27.8% | +24.9% | -1.1% |
| YTD | +16.0% | -41.1% | +57.1% | +19.0% |
| 1Y | +49.9% | -58.7% | +108.6% | +55.3% |
| All | +94.0% | -74.1% | +168.1% | +98.2% |
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