+359.4%
GDX vs FOXA
+90.1%
+269.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.5% | -3.8% |
| 7D | -5.4% | -3.7% | -1.6% | -4.9% |
| 30D | +6.6% | +5.4% | +1.2% | +5.7% |
| 3M | +30.1% | -3.7% | +33.8% | +30.1% |
| 6M | -7.1% | +12.6% | -19.7% | -9.6% |
| YTD | +12.0% | -10.0% | +21.9% | +12.9% |
| 1Y | +41.2% | +15.0% | +26.2% | +36.3% |
| 3Y | +251.0% | +115.1% | +135.9% | +198.0% |
| 5Y | +226.7% | +93.0% | +133.7% | +178.3% |
| All | +359.4% | +90.1% | +269.3% | +238.2% |
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