+290.6%
GDX vs FOXA
+99.6%
+191.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -0.8% |
| 7D | -6.8% | +2.7% | -9.5% | -7.1% |
| 30D | -2.1% | +10.0% | -12.1% | -3.5% |
| 3M | -7.5% | +5.0% | -12.5% | -8.3% |
| 6M | -15.2% | +3.4% | -18.6% | -16.2% |
| YTD | -4.8% | -5.5% | +0.7% | -4.9% |
| 1Y | +6.7% | +5.5% | +1.2% | +4.7% |
| 3Y | +212.7% | +139.3% | +73.4% | +160.8% |
| 5Y | +151.7% | +77.2% | +74.5% | +117.9% |
| All | +290.6% | +99.6% | +191.0% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling