+212.7%
GDX vs FIX
+503.5%
-290.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | -6.8% | +9.4% | -16.2% | -8.3% |
| 30D | -2.1% | -27.8% | +25.7% | +2.9% |
| 3M | -7.5% | -35.6% | +28.0% | -0.9% |
| 6M | -15.2% | -45.2% | +30.1% | -6.9% |
| YTD | -4.8% | +19.5% | -24.3% | -7.5% |
| 1Y | +6.7% | +24.2% | -17.5% | +3.1% |
| 3Y | +212.7% | +494.2% | -281.4% | +124.1% |
| All | +212.7% | +503.5% | -290.7% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling