+24.8%
GDX vs FIGR
-41.8%
+66.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +8.4% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | -3.2% | -17.6% | +14.4% | -0.5% |
| 3M | +8.6% | -16.7% | +25.3% | +11.7% |
| 6M | -1.2% | -36.1% | +34.9% | +3.8% |
| YTD | -1.4% | -43.6% | +42.3% | +2.6% |
| 1Y | +24.8% | -39.8% | +64.6% | +29.1% |
| All | +24.8% | -41.8% | +66.6% | +29.1% |
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