+259.7%
GDX vs FND
-49.6%
+309.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.2% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | +9.5% | -23.6% | +33.0% | +13.7% |
| 3M | +25.1% | +4.3% | +20.8% | +23.9% |
| 6M | -2.9% | -20.3% | +17.3% | -0.8% |
| YTD | +14.7% | -21.3% | +36.0% | +17.4% |
| 1Y | +47.4% | -45.4% | +92.8% | +55.1% |
| 3Y | +259.7% | -48.9% | +308.6% | +277.1% |
| All | +259.7% | -49.6% | +309.2% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling