+173.4%
GDX vs FND
-61.3%
+234.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.8% |
| 7D | +11.5% | +6.8% | +4.6% | +10.3% |
| 30D | -3.1% | +13.1% | -16.2% | -5.1% |
| 3M | -4.4% | -13.1% | +8.6% | -2.5% |
| 6M | -8.6% | -0.6% | -8.0% | -9.1% |
| YTD | +0.8% | -15.5% | +16.4% | +2.3% |
| 1Y | +14.7% | -13.7% | +28.3% | +16.0% |
| 3Y | +228.8% | -35.0% | +263.8% | +236.0% |
| 5Y | +173.4% | -60.1% | +233.4% | +175.6% |
| All | +173.4% | -61.3% | +234.7% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling