+49.9%
GDX vs FIG
-58.0%
+107.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.1% |
| 7D | +1.9% | -14.5% | +16.3% | +2.1% |
| 30D | +9.9% | -13.3% | +23.2% | +10.3% |
| 3M | +28.2% | +7.4% | +20.8% | +27.9% |
| 6M | -2.9% | -27.8% | +24.9% | +0.5% |
| YTD | +16.0% | -41.1% | +57.1% | +23.6% |
| 1Y | +49.9% | -58.7% | +108.6% | +67.2% |
| All | +49.9% | -58.0% | +107.9% | +67.2% |
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 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