+92.0%
GDX vs FIG
-73.2%
+165.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | +4.0% | -16.4% | +20.3% | +4.0% |
| 30D | +9.5% | -2.3% | +11.8% | +9.6% |
| 3M | +25.1% | +7.8% | +17.3% | +25.2% |
| 6M | -2.9% | -21.8% | +18.9% | -1.4% |
| YTD | +14.7% | -39.1% | +53.9% | +17.7% |
| 1Y | +47.4% | -56.6% | +104.1% | +52.8% |
| All | +92.0% | -73.2% | +165.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling