+40.2%
GDX vs FIGR
-3.1%
+43.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +1.7% |
| 7D | -2.2% | -3.0% | +0.9% | -1.9% |
| 30D | +6.8% | +13.7% | -6.9% | +5.1% |
| 3M | +24.9% | +23.9% | +1.1% | +21.6% |
| 6M | -4.2% | -8.4% | +4.2% | -4.8% |
| YTD | +13.2% | -14.6% | +27.8% | +11.5% |
| 1Y | +40.2% | +12.1% | +28.1% | +35.7% |
| All | +40.2% | -3.1% | +43.3% | +35.7% |
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