+243.4%
GDX vs FIX
+503.8%
-260.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +2.8% |
| 7D | +15.6% | -7.2% | +22.8% | +16.0% |
| 30D | +2.4% | -35.1% | +37.6% | +9.9% |
| 3M | +1.7% | -34.3% | +36.0% | +8.6% |
| 6M | -3.3% | -42.9% | +39.6% | +5.3% |
| YTD | +6.6% | +19.5% | -12.8% | +3.7% |
| 1Y | +27.0% | +16.8% | +10.2% | +23.7% |
| 3Y | +243.4% | +506.7% | -263.3% | +146.7% |
| All | +243.4% | +503.8% | -260.4% | +146.7% |
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