+93.6%
GDX vs FIG
-71.6%
+165.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -2.2% |
| 7D | -0.4% | -16.3% | +15.9% | -0.3% |
| 30D | +18.6% | -14.3% | +32.9% | +18.8% |
| 3M | +14.9% | +7.2% | +7.7% | +15.0% |
| 6M | -6.3% | -18.6% | +12.4% | -4.7% |
| YTD | +15.7% | -35.5% | +51.2% | +18.7% |
| 1Y | +54.8% | -55.8% | +110.6% | +60.4% |
| All | +93.6% | -71.6% | +165.2% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling