+11.9%
GDX vs FN
-19.6%
+31.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -2.4% |
| 7D | +0.7% | +8.0% | -7.3% | -0.9% |
| 30D | -3.8% | -19.1% | +15.4% | -0.8% |
| 3M | -5.4% | -29.8% | +24.4% | -0.8% |
| 6M | -12.7% | -43.2% | +30.5% | -5.7% |
| YTD | -0.7% | -18.9% | +18.3% | -1.9% |
| 1Y | +11.9% | -17.9% | +29.8% | +8.0% |
| All | +11.9% | -19.6% | +31.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling