+21.2%
GDX vs FIX
+14.0%
+7.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +2.0% |
| 7D | +15.6% | -7.2% | +22.8% | +15.9% |
| 30D | +2.4% | -35.1% | +37.6% | +15.4% |
| 3M | +1.7% | -34.3% | +36.0% | +13.5% |
| 6M | -3.3% | -42.9% | +39.6% | +11.9% |
| YTD | +6.6% | +19.5% | -12.8% | -5.9% |
| All | +21.2% | +14.0% | +7.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling