+163.2%
GDX vs FIX
+1,107.4%
-944.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.4% |
| 7D | +0.7% | +6.4% | -5.7% | -0.6% |
| 30D | -3.8% | -29.1% | +25.3% | +1.6% |
| 3M | -5.4% | -31.1% | +25.7% | +0.1% |
| 6M | -12.7% | -42.8% | +30.1% | -4.9% |
| YTD | -0.7% | +24.6% | -25.3% | -4.9% |
| 1Y | +11.9% | +21.9% | -10.1% | +7.3% |
| 3Y | +223.9% | +524.9% | -301.0% | +125.8% |
| 5Y | +163.2% | +1,092.2% | -929.0% | +55.4% |
| All | +163.2% | +1,107.4% | -944.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling