+211.3%
GDX vs FIX
+448.6%
-237.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.3% | +1.2% |
| 7D | +13.6% | -17.5% | +31.1% | +16.5% |
| 30D | +2.5% | -41.6% | +44.1% | +12.1% |
| 3M | +4.4% | -40.6% | +45.0% | +13.4% |
| 6M | -5.2% | -49.4% | +44.1% | +5.4% |
| YTD | +2.1% | +9.2% | -7.0% | +0.8% |
| 1Y | +24.7% | +6.5% | +18.2% | +23.3% |
| 3Y | +211.3% | +448.7% | -237.4% | +123.8% |
| All | +211.3% | +448.6% | -237.3% | +123.8% |
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