+281.6%
GDX vs FIX
+5,813.3%
-5,531.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -0.4% | +6.0% | -6.4% | -1.1% |
| 30D | +18.6% | -7.2% | +25.9% | +19.6% |
| 3M | +14.9% | -15.9% | +30.7% | +16.9% |
| 6M | -6.3% | +12.7% | -19.0% | -7.9% |
| YTD | +15.7% | +72.8% | -57.1% | +8.8% |
| 1Y | +54.8% | +122.9% | -68.1% | +41.8% |
| 3Y | +253.4% | +774.3% | -520.9% | +179.5% |
| 5Y | +219.7% | +2,049.5% | -1,829.8% | +136.4% |
| All | +281.6% | +5,813.3% | -5,531.6% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling