+6.6%
GDX vs FRMI
-89.6%
+96.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.7% | -26.9% | -3.3% |
| 7D | -6.8% | +66.2% | -73.0% | -13.0% |
| 30D | -2.1% | -17.4% | +15.3% | -0.6% |
| 3M | -7.5% | -60.5% | +52.9% | +2.9% |
| 6M | -15.2% | -56.5% | +41.3% | -8.5% |
| YTD | -4.8% | -67.4% | +62.6% | +4.8% |
| 1Y | +6.7% | -85.1% | +91.8% | +24.4% |
| All | +6.6% | -89.6% | +96.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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