+4.0%
GDX vs FND
-23.4%
+27.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.6% |
| 7D | -4.6% | -5.1% | +0.6% | -2.8% |
| 30D | -6.2% | +9.2% | -15.4% | -8.6% |
| 3M | -10.0% | -17.7% | +7.7% | -5.2% |
| 6M | -15.8% | +2.5% | -18.2% | -17.6% |
| YTD | -4.6% | -19.8% | +15.2% | -1.5% |
| 1Y | +4.0% | -22.7% | +26.7% | +8.3% |
| All | +4.0% | -23.4% | +27.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling