+281.6%
GDX vs FN
+900.0%
-618.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.5% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | +18.6% | -22.0% | +40.6% | +21.3% |
| 3M | +14.9% | -43.0% | +57.9% | +20.8% |
| 6M | -6.3% | -27.7% | +21.5% | -4.3% |
| YTD | +15.7% | -10.5% | +26.2% | +15.5% |
| 1Y | +54.8% | +12.5% | +42.3% | +51.2% |
| 3Y | +253.4% | +153.8% | +99.6% | +215.6% |
| 5Y | +219.7% | +288.0% | -68.3% | +173.6% |
| All | +281.6% | +900.0% | -618.4% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling