+400.4%
GDX vs FND
+66.0%
+334.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -0.4% | -5.2% | +4.8% | +0.2% |
| 30D | +18.6% | -19.9% | +38.5% | +21.5% |
| 3M | +14.9% | +2.7% | +12.2% | +14.2% |
| 6M | -6.3% | -21.7% | +15.4% | -4.3% |
| YTD | +15.7% | -17.5% | +33.2% | +17.4% |
| 1Y | +54.8% | -39.3% | +94.1% | +61.5% |
| 3Y | +253.4% | -49.8% | +303.2% | +270.3% |
| 5Y | +219.7% | -60.1% | +279.7% | +232.2% |
| All | +400.4% | +66.0% | +334.4% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling