+326.3%
GDX vs FIX
+3,564.5%
-3,238.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -6.8% | +9.4% | -16.2% | -7.9% |
| 30D | -2.1% | -27.8% | +25.7% | +1.4% |
| 3M | -7.5% | -35.6% | +28.0% | -2.9% |
| 6M | -15.2% | -45.2% | +30.1% | -9.4% |
| YTD | -4.8% | +19.5% | -24.3% | -7.0% |
| 1Y | +6.7% | +24.2% | -17.5% | +3.8% |
| 3Y | +212.7% | +494.2% | -281.4% | +155.6% |
| 5Y | +151.7% | +1,036.1% | -884.5% | +93.5% |
| All | +326.3% | +3,564.5% | -3,238.3% | +226.0% |
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