+40.2%
GDX vs FRSH
-9.2%
+49.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -6.6% | +4.4% | -2.8% |
| 30D | +6.8% | +2.1% | +4.6% | +7.4% |
| 3M | +24.9% | +29.0% | -4.0% | +28.6% |
| 6M | -4.2% | +48.6% | -52.8% | +0.3% |
| YTD | +13.2% | -2.9% | +16.1% | +17.9% |
| 1Y | +40.2% | -7.9% | +48.1% | +42.1% |
| All | +40.2% | -9.2% | +49.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling