+150.7%
GDX vs FN
+169.4%
-18.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.7% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | -2.1% | -16.5% | +14.4% | -0.4% |
| 3M | -7.5% | -42.1% | +34.6% | -1.8% |
| 6M | -15.2% | -52.9% | +37.7% | -8.3% |
| YTD | -4.8% | -28.0% | +23.1% | -3.3% |
| 1Y | +6.7% | -18.5% | +25.2% | +6.8% |
| 3Y | +212.7% | +93.9% | +118.9% | +173.4% |
| All | +150.7% | +169.4% | -18.7% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling