+42.1%
GDX vs FIGR
+6.3%
+35.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.6% |
| 7D | +4.0% | +13.5% | -9.6% | +2.3% |
| 30D | +9.5% | +33.7% | -24.2% | +5.8% |
| 3M | +25.1% | +37.3% | -12.3% | +20.3% |
| 6M | -2.9% | +25.5% | -28.5% | -5.9% |
| YTD | +14.7% | -6.3% | +21.0% | +11.8% |
| All | +42.1% | +6.3% | +35.8% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling