+204.7%
GDX vs FN
+80.0%
+124.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.2% | +15.6% | +3.2% |
| 7D | +5.4% | -16.0% | +21.4% | +7.3% |
| 30D | -2.8% | -40.1% | +37.3% | +3.3% |
| 3M | +2.5% | -43.9% | +46.4% | +9.3% |
| 6M | -0.1% | -55.6% | +55.6% | +9.0% |
| YTD | 0.0% | -35.7% | +35.6% | +3.5% |
| 1Y | +22.2% | -39.8% | +62.1% | +26.9% |
| All | +204.7% | +80.0% | +124.7% | +174.1% |
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