+211.3%
GDX vs FN
+101.0%
+110.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.7% | -9.5% | +0.7% |
| 7D | +13.6% | 0.0% | +13.7% | +12.9% |
| 30D | +2.5% | -34.3% | +36.8% | +7.7% |
| 3M | +4.4% | -39.9% | +44.2% | +10.3% |
| 6M | -5.2% | -51.8% | +46.6% | +2.2% |
| YTD | +2.1% | -28.1% | +30.3% | +4.2% |
| 1Y | +24.7% | -29.1% | +53.8% | +27.0% |
| 3Y | +211.3% | +102.4% | +108.8% | +175.9% |
| All | +211.3% | +101.0% | +110.3% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling