-15.8%
GDX vs FND
-0.3%
-15.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.6% |
| 7D | -4.6% | -5.1% | +0.6% | -2.9% |
| 30D | -6.2% | +9.2% | -15.4% | -8.1% |
| 3M | -10.0% | -17.7% | +7.7% | -6.2% |
| 6M | -15.8% | +2.5% | -18.2% | -18.9% |
| All | -15.8% | -0.3% | -15.5% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling