+312.6%
GDX vs FND
+61.4%
+251.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -3.4% |
| 7D | -4.6% | -5.1% | +0.6% | -3.9% |
| 30D | -6.2% | +9.2% | -15.4% | -7.2% |
| 3M | -10.0% | -17.7% | +7.7% | -8.1% |
| 6M | -15.8% | +2.5% | -18.2% | -16.3% |
| YTD | -4.6% | -19.8% | +15.2% | -2.9% |
| 1Y | +4.0% | -22.7% | +26.7% | +6.2% |
| 3Y | +211.1% | -38.3% | +249.4% | +219.7% |
| 5Y | +152.3% | -63.0% | +215.2% | +164.2% |
| All | +312.6% | +61.4% | +251.2% | +318.3% |
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