+70.9%
GDX vs FIG
-77.9%
+148.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.1% |
| 7D | +13.6% | -13.1% | +26.8% | +13.8% |
| 30D | +2.5% | -13.0% | +15.5% | +2.6% |
| 3M | +4.4% | -21.5% | +25.9% | +4.7% |
| 6M | -5.2% | -2.5% | -2.7% | -5.2% |
| YTD | +2.1% | -49.7% | +51.8% | +4.9% |
| 1Y | +24.7% | -59.1% | +83.8% | +28.5% |
| All | +70.9% | -77.9% | +148.7% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling