+43.3%
GDX vs FIGR
-0.1%
+43.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -0.2% | -0.1% | -0.4% |
| 30D | +18.6% | +25.2% | -6.5% | +15.5% |
| 3M | +14.9% | +14.8% | +0.1% | +12.6% |
| 6M | -6.3% | +17.9% | -24.2% | -8.4% |
| YTD | +15.7% | -11.9% | +27.7% | +13.6% |
| All | +43.3% | -0.1% | +43.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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