+237.5%
GDX vs FRSH
-72.6%
+310.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -5.4% | -11.2% | +5.8% | -4.8% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | +30.1% | +26.4% | +3.7% | +28.3% |
| 6M | -7.1% | +48.4% | -55.5% | -9.5% |
| YTD | +12.0% | -3.1% | +15.1% | +11.9% |
| 1Y | +41.2% | -8.7% | +49.9% | +41.6% |
| 3Y | +251.0% | -45.8% | +296.8% | +260.1% |
| All | +237.5% | -72.6% | +310.0% | +228.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling