+311.6%
GDX vs FND
+57.9%
+253.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -6.8% | -6.8% | 0.0% | -6.0% |
| 30D | -2.1% | +8.0% | -10.1% | -3.0% |
| 3M | -7.5% | -18.9% | +11.4% | -5.4% |
| 6M | -15.2% | +4.7% | -19.9% | -15.8% |
| YTD | -4.8% | -21.6% | +16.8% | -2.9% |
| 1Y | +6.7% | -22.0% | +28.7% | +8.9% |
| 3Y | +212.7% | -40.4% | +253.2% | +222.7% |
| 5Y | +151.7% | -63.8% | +215.4% | +164.2% |
| All | +311.6% | +57.9% | +253.7% | +318.4% |
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