+384.1%
GDX vs FND
+54.9%
+329.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -5.4% | -5.1% | -0.3% | -4.8% |
| 30D | +6.6% | -22.5% | +29.1% | +9.6% |
| 3M | +30.1% | -5.0% | +35.1% | +30.5% |
| 6M | -7.1% | -21.5% | +14.4% | -5.1% |
| YTD | +12.0% | -23.0% | +35.0% | +14.5% |
| 1Y | +41.2% | -44.9% | +86.1% | +48.8% |
| 3Y | +251.0% | -50.0% | +301.0% | +268.2% |
| 5Y | +226.7% | -63.3% | +290.1% | +242.6% |
| All | +384.1% | +54.9% | +329.2% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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